+298.8%
MPWR vs BAM
+84.8%
+214.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.7% | +10.7% | +10.0% |
| 7D | +17.3% | -2.9% | +20.1% | +19.7% |
| 30D | +12.1% | +14.7% | -2.6% | +2.2% |
| 3M | +5.6% | -4.1% | +9.8% | +7.7% |
| 6M | -10.7% | +9.6% | -20.3% | -17.8% |
| YTD | +64.0% | +3.4% | +60.5% | +55.5% |
| 1Y | +55.9% | +1.0% | +54.9% | +50.3% |
| 3Y | +199.5% | +88.2% | +111.3% | +95.6% |
| All | +298.8% | +84.8% | +214.0% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling