-16.8%
CMG vs MPWR
+146.8%
-163.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -3.3% |
| 7D | +8.0% | -1.7% | +9.7% | +8.0% |
| 30D | +11.9% | -16.5% | +28.4% | +13.9% |
| 3M | +2.1% | -12.3% | +14.4% | +3.0% |
| 6M | +5.2% | -27.7% | +32.9% | +7.9% |
| YTD | -6.9% | +32.0% | -38.9% | -14.2% |
| 1Y | +12.7% | +25.1% | -12.4% | +4.7% |
| 3Y | -16.8% | +146.5% | -163.3% | -31.9% |
| All | -16.8% | +146.8% | -163.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling