+383.6%
CMG vs MPWR
+1,847.3%
-1,463.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +16.6% | -12.8% | -0.2% |
| 7D | +8.6% | +11.6% | -3.0% | +5.1% |
| 30D | +13.1% | +0.1% | +13.0% | +12.1% |
| 3M | +9.0% | -0.8% | +9.8% | +7.5% |
| 6M | +10.0% | -13.0% | +23.0% | +9.8% |
| YTD | -3.4% | +53.9% | -57.3% | -18.5% |
| 1Y | +16.8% | +45.8% | -29.0% | -0.2% |
| 3Y | -14.7% | +194.3% | -209.0% | -46.4% |
| 5Y | -1.5% | +160.1% | -161.7% | -40.3% |
| 10Y | +383.6% | +1,786.5% | -1,402.9% | +84.8% |
| All | +383.6% | +1,847.3% | -1,463.7% | +84.8% |
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