-4.1%
CMG vs MPWR
+155.3%
-159.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.1% |
| 7D | +2.5% | +16.8% | -14.3% | -0.9% |
| 30D | +15.6% | +11.9% | +3.7% | +12.2% |
| 3M | +8.2% | +2.2% | +6.0% | +6.3% |
| 6M | +9.9% | -15.5% | +25.4% | +10.7% |
| YTD | -4.6% | +54.2% | -58.8% | -17.8% |
| 1Y | +12.4% | +51.5% | -39.0% | -2.9% |
| 3Y | -18.0% | +180.2% | -198.2% | -45.6% |
| All | -4.1% | +155.3% | -159.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling