+758.9%
COST vs MPWR
+1,725.0%
-966.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +4.6% | +2.2% | +2.4% | +3.9% |
| 30D | +12.8% | -2.1% | +14.8% | +12.4% |
| 3M | +12.1% | -1.6% | +13.6% | +11.2% |
| 6M | +6.0% | -14.9% | +20.9% | +6.4% |
| YTD | +24.4% | +50.5% | -26.2% | +11.3% |
| 1Y | +17.1% | +40.0% | -22.9% | +6.1% |
| 3Y | +92.2% | +175.0% | -82.8% | +41.8% |
| 5Y | +122.5% | +162.0% | -39.4% | +56.5% |
| 10Y | +758.9% | +1,791.8% | -1,032.9% | +286.6% |
| All | +758.9% | +1,725.0% | -966.1% | +286.6% |
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