+155.2%
MPWR vs BAH
-3.4%
+158.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.6% | -3.2% | +0.7% | -2.2% |
| 30D | -9.0% | +2.0% | -11.0% | -9.4% |
| 3M | -25.8% | -7.6% | -18.2% | -24.8% |
| 6M | +11.8% | -5.7% | +17.4% | +12.1% |
| YTD | +35.5% | -11.7% | +47.2% | +36.4% |
| 1Y | +45.3% | -27.4% | +72.7% | +53.6% |
| 3Y | +138.5% | -32.5% | +171.0% | +148.8% |
| All | +155.2% | -3.4% | +158.6% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling