+602.0%
COST vs MPWR
+1,632.4%
-1,030.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -4.0% | -13.1% | +9.1% | -1.9% |
| 3M | -6.5% | -21.7% | +15.3% | -3.6% |
| 6M | -8.5% | +19.5% | -28.0% | -13.6% |
| YTD | +6.0% | +34.9% | -28.9% | -2.5% |
| 1Y | -5.8% | +42.0% | -47.8% | -14.8% |
| 3Y | +71.8% | +148.8% | -77.0% | +29.4% |
| 5Y | +106.2% | +156.8% | -50.6% | +45.6% |
| 10Y | +602.0% | +1,650.0% | -1,048.0% | +201.4% |
| All | +602.0% | +1,632.4% | -1,030.3% | +201.4% |
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 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