+146.5%
MPWR vs AWK
+24.3%
+122.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +4.4% |
| 7D | -1.7% | +4.1% | -5.8% | +0.7% |
| 30D | -16.5% | +18.0% | -34.5% | -8.1% |
| 3M | -12.3% | +12.2% | -24.5% | -5.7% |
| 6M | -27.7% | +21.2% | -49.0% | -18.8% |
| YTD | +32.0% | +17.6% | +14.4% | +47.3% |
| 1Y | +25.1% | +19.2% | +5.9% | +40.5% |
| 3Y | +146.5% | +26.7% | +119.8% | +179.3% |
| All | +146.5% | +24.3% | +122.2% | +179.3% |
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