+2,126.0%
CAT vs MPWR
+16,239.8%
-14,113.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.2% | -3.8% |
| 7D | -17.1% | +4.1% | -21.2% | -18.0% |
| 30D | -30.1% | -14.8% | -15.3% | -27.1% |
| 3M | -32.4% | -5.4% | -27.0% | -31.6% |
| 6M | -32.1% | -19.6% | -12.5% | -28.8% |
| YTD | +4.1% | +39.8% | -35.7% | -6.0% |
| 1Y | +8.9% | +32.5% | -23.6% | -0.3% |
| 3Y | +155.5% | +161.4% | -6.0% | +83.6% |
| 5Y | +215.5% | +144.5% | +71.1% | +114.6% |
| 10Y | +788.9% | +1,682.6% | -893.7% | +225.7% |
| All | +2,126.0% | +16,239.8% | -14,113.9% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling