+5.2%
CMG vs MPWR
-24.5%
+29.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -2.2% |
| 7D | +8.0% | -1.7% | +9.7% | +7.8% |
| 30D | +11.9% | -16.5% | +28.4% | +10.0% |
| 3M | +2.1% | -12.3% | +14.4% | +1.3% |
| 6M | +5.2% | -27.7% | +32.9% | +0.4% |
| All | +5.2% | -24.5% | +29.6% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling