+136.7%
MPWR vs BAH
-32.2%
+168.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -2.6% | -3.2% | +0.7% | -2.4% |
| 30D | -9.0% | +2.0% | -11.0% | -9.2% |
| 3M | -25.8% | -7.6% | -18.2% | -24.8% |
| 6M | +11.8% | -5.7% | +17.4% | +12.5% |
| YTD | +35.5% | -11.7% | +47.2% | +36.5% |
| 1Y | +45.3% | -27.4% | +72.7% | +53.3% |
| All | +136.7% | -32.2% | +168.9% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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