+124.5%
COST vs MPWR
+155.3%
-30.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.7% |
| 7D | +5.0% | +16.8% | -11.8% | +3.0% |
| 30D | +12.8% | +11.9% | +1.0% | +10.8% |
| 3M | +15.2% | +2.2% | +13.0% | +14.0% |
| 6M | +7.4% | -15.5% | +22.9% | +8.1% |
| YTD | +29.0% | +54.2% | -25.2% | +17.5% |
| 1Y | +20.3% | +51.5% | -31.2% | +9.7% |
| 3Y | +99.0% | +180.2% | -81.2% | +52.5% |
| All | +124.5% | +155.3% | -30.8% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling