+183.3%
CAT vs MPWR
+124.2%
+59.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -0.5% |
| 7D | -10.3% | -1.7% | -8.5% | -9.9% |
| 30D | -31.2% | -16.5% | -14.7% | -27.9% |
| 3M | -34.7% | -12.3% | -22.4% | -32.6% |
| 6M | -39.5% | -27.7% | -11.7% | -34.9% |
| YTD | -1.7% | +32.0% | -33.7% | -8.4% |
| 1Y | -1.1% | +25.1% | -26.2% | -6.8% |
| 3Y | +143.9% | +146.5% | -2.6% | +91.5% |
| All | +183.3% | +124.2% | +59.1% | +110.3% |
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