+8,558.4%
MPWR vs BAH
+1,056.2%
+7,502.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.7% | +6.5% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -16.5% | +24.3% | -40.8% | -22.3% |
| 3M | -12.3% | +16.3% | -28.6% | -17.2% |
| 6M | -27.7% | +13.6% | -41.3% | -32.4% |
| YTD | +32.0% | +3.5% | +28.5% | +24.8% |
| 1Y | +25.1% | +2.7% | +22.4% | +18.2% |
| 3Y | +146.5% | -26.6% | +173.1% | +153.2% |
| 5Y | +126.0% | +8.5% | +117.5% | +93.3% |
| 10Y | +1,582.7% | +225.1% | +1,357.6% | +827.5% |
| All | +8,558.4% | +1,056.2% | +7,502.2% | +2,617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling