+136.7%
MPWR vs AWK
+10.2%
+126.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -2.6% | +1.7% | -4.3% | -1.9% |
| 30D | -9.0% | +5.6% | -14.6% | -6.9% |
| 3M | -25.8% | +15.9% | -41.7% | -21.3% |
| 6M | +11.8% | +4.6% | +7.2% | +15.4% |
| YTD | +35.5% | +10.1% | +25.5% | +42.3% |
| 1Y | +45.3% | +2.1% | +43.2% | +50.1% |
| All | +136.7% | +10.2% | +126.5% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling