+324.6%
CMG vs MPWR
+1,868.4%
-1,543.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -0.6% | +27.9% | -28.6% | -6.7% |
| 30D | +15.9% | +9.7% | +6.2% | +12.2% |
| 3M | +7.8% | +1.7% | +6.0% | +5.6% |
| 6M | +7.7% | -9.2% | +16.9% | +6.4% |
| YTD | -4.9% | +60.5% | -65.4% | -20.7% |
| 1Y | +12.3% | +52.0% | -39.8% | -5.1% |
| 3Y | -17.1% | +193.1% | -210.2% | -47.7% |
| 5Y | -5.6% | +167.3% | -172.9% | -43.2% |
| All | +324.6% | +1,868.4% | -1,543.8% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling