+350.1%
CMG vs MPWR
+1,560.2%
-1,210.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -4.0% |
| 7D | +8.0% | -1.7% | +9.7% | +8.0% |
| 30D | +11.9% | -16.5% | +28.4% | +16.0% |
| 3M | +2.1% | -12.3% | +14.4% | +3.9% |
| 6M | +5.2% | -27.7% | +32.9% | +10.1% |
| YTD | -6.9% | +32.0% | -38.9% | -18.4% |
| 1Y | +12.7% | +25.1% | -12.4% | +0.1% |
| 3Y | -16.8% | +146.5% | -163.3% | -45.1% |
| 5Y | -4.1% | +126.0% | -130.1% | -39.8% |
| All | +350.1% | +1,560.2% | -1,210.1% | +81.2% |
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