+1,225.8%
CLS vs MPWR
+138.8%
+1,086.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | +4.6% | -2.6% | +7.1% | +6.3% |
| 30D | -13.9% | -9.0% | -4.9% | -8.5% |
| 3M | -26.6% | -25.8% | -0.7% | -12.1% |
| 6M | +15.4% | +11.8% | +3.7% | +5.4% |
| YTD | +5.7% | +35.5% | -29.8% | -15.1% |
| 1Y | +41.1% | +45.3% | -4.2% | +8.8% |
| All | +1,225.8% | +138.8% | +1,086.9% | +645.4% |
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