+323.6%
CMG vs MPWR
+1,632.4%
-1,308.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +12.7% | -13.1% | +25.8% | +16.6% |
| 3M | +26.3% | -21.7% | +48.0% | +32.5% |
| 6M | +4.5% | +19.5% | -15.0% | -3.8% |
| YTD | -0.1% | +34.9% | -35.0% | -11.6% |
| 1Y | -6.8% | +42.0% | -48.7% | -19.3% |
| 3Y | -5.0% | +148.8% | -153.8% | -36.9% |
| 5Y | -3.0% | +156.8% | -159.8% | -40.9% |
| 10Y | +323.6% | +1,650.0% | -1,326.5% | +56.0% |
| All | +323.6% | +1,632.4% | -1,308.8% | +56.0% |
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 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