+6.1%
COST vs MPWR
-24.5%
+30.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -0.4% |
| 7D | +4.1% | -1.7% | +5.8% | +4.0% |
| 30D | +12.0% | -16.5% | +28.5% | +9.9% |
| 3M | +11.2% | -12.3% | +23.4% | +9.8% |
| 6M | +6.1% | -27.7% | +33.9% | +3.6% |
| All | +6.1% | -24.5% | +30.6% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling