+308.2%
MPWR vs JAAA
+29.3%
+278.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.6% |
| 7D | -2.6% | +0.2% | -2.8% | -3.0% |
| 30D | -9.0% | +0.5% | -9.6% | -10.2% |
| 3M | -25.8% | +1.3% | -27.1% | -28.1% |
| 6M | +11.8% | +2.7% | +9.1% | +4.9% |
| YTD | +35.5% | +3.2% | +32.3% | +25.8% |
| 1Y | +45.3% | +4.9% | +40.4% | +30.2% |
| 3Y | +138.5% | +19.0% | +119.5% | +109.9% |
| 5Y | +152.8% | +26.8% | +126.0% | +124.5% |
| All | +308.2% | +29.3% | +278.9% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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