+749.2%
COST vs MPWR
+1,868.4%
-1,119.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +2.5% | +27.9% | -25.4% | -1.6% |
| 30D | +14.6% | +9.7% | +4.9% | +12.2% |
| 3M | +15.2% | +1.7% | +13.5% | +13.7% |
| 6M | +7.2% | -9.2% | +16.4% | +6.5% |
| YTD | +27.4% | +60.5% | -33.1% | +12.9% |
| 1Y | +20.2% | +52.0% | -31.8% | +7.4% |
| 3Y | +96.9% | +193.1% | -96.3% | +43.9% |
| 5Y | +122.8% | +167.3% | -44.4% | +56.8% |
| All | +749.2% | +1,868.4% | -1,119.2% | +282.7% |
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