+192.1%
CAT vs MPWR
+117.3%
+74.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.3% | +3.9% | -3.6% |
| 7D | -14.5% | -5.6% | -8.9% | -13.2% |
| 30D | -35.7% | -23.2% | -12.5% | -31.1% |
| 3M | -36.3% | -15.8% | -20.5% | -33.5% |
| 6M | -38.5% | -28.5% | -10.0% | -33.6% |
| YTD | -2.5% | +25.5% | -28.0% | -8.0% |
| 1Y | -1.9% | +13.9% | -15.8% | -5.4% |
| 3Y | +139.2% | +134.6% | +4.6% | +90.4% |
| 5Y | +192.1% | +114.8% | +77.3% | +119.9% |
| All | +192.1% | +117.3% | +74.8% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling