-10.7%
CMG vs MPWR
+48.9%
-59.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.7% |
| 30D | +7.1% | -9.0% | +16.2% | +7.7% |
| 3M | +31.2% | -25.8% | +57.0% | +33.5% |
| 6M | +0.7% | +11.8% | -11.1% | -5.2% |
| YTD | -0.1% | +35.5% | -35.6% | -9.4% |
| 1Y | -10.7% | +45.3% | -56.1% | -19.0% |
| All | -10.7% | +48.9% | -59.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling