+758.4%
COST vs MPWR
+1,847.3%
-1,088.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +16.6% | -15.4% | -1.4% |
| 7D | +2.5% | +11.6% | -9.1% | +0.3% |
| 30D | +12.8% | +0.1% | +12.6% | +12.0% |
| 3M | +12.7% | -0.8% | +13.5% | +11.7% |
| 6M | +6.0% | -13.0% | +19.0% | +6.0% |
| YTD | +24.4% | +53.9% | -29.5% | +11.0% |
| 1Y | +16.2% | +45.8% | -29.6% | +4.6% |
| 3Y | +96.9% | +194.3% | -97.4% | +43.4% |
| 5Y | +121.1% | +160.1% | -39.0% | +56.1% |
| 10Y | +758.4% | +1,786.5% | -1,028.1% | +285.5% |
| All | +758.4% | +1,847.3% | -1,088.9% | +285.5% |
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