+201.5%
CAT vs MPWR
+138.8%
+62.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.7% | -2.6% | +4.3% | +2.5% |
| 30D | -6.6% | -9.0% | +2.5% | -3.8% |
| 3M | -13.3% | -25.8% | +12.5% | -5.9% |
| 6M | +11.6% | +11.8% | -0.1% | +7.3% |
| YTD | +42.9% | +35.5% | +7.4% | +30.6% |
| 1Y | +95.4% | +45.3% | +50.1% | +75.2% |
| All | +201.5% | +138.8% | +62.6% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 3y: compounded portfolio wealth divided by compounded MPWR 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…
3y analysis · Full analysis span regression · 6 months rolling