+353.5%
MPWR vs JAAA
+30.2%
+323.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -2.1% | +0.4% | -2.5% | -3.1% |
| 3M | -1.6% | +1.2% | -2.7% | -4.3% |
| 6M | -14.9% | +2.3% | -17.2% | -19.6% |
| YTD | +50.5% | +3.9% | +46.6% | +37.3% |
| 1Y | +40.0% | +4.8% | +35.2% | +25.5% |
| 3Y | +175.0% | +18.5% | +156.5% | +136.7% |
| 5Y | +162.0% | +27.5% | +134.5% | +129.1% |
| All | +353.5% | +30.2% | +323.3% | +276.5% |
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