+155.2%
MPWR vs AWK
-15.4%
+170.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -2.6% | +1.7% | -4.3% | -2.6% |
| 30D | -9.0% | +5.6% | -14.6% | -9.1% |
| 3M | -25.8% | +15.9% | -41.7% | -26.4% |
| 6M | +11.8% | +4.6% | +7.2% | +11.8% |
| YTD | +35.5% | +10.1% | +25.5% | +34.7% |
| 1Y | +45.3% | +2.1% | +43.2% | +45.8% |
| 3Y | +138.5% | +9.8% | +128.6% | +127.8% |
| All | +155.2% | -15.4% | +170.6% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling