+74.9%
COST vs MPWR
+138.8%
-63.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -3.1% | -2.6% | -0.6% | -3.0% |
| 30D | -2.8% | -9.0% | +6.3% | -2.2% |
| 3M | -5.7% | -25.8% | +20.2% | -3.9% |
| 6M | -8.8% | +11.8% | -20.5% | -11.1% |
| YTD | +6.7% | +35.5% | -28.8% | +1.6% |
| 1Y | -3.6% | +45.3% | -49.0% | -9.3% |
| All | +74.9% | +138.8% | -63.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling