+2,778.9%
COST vs MPWR
+15,734.2%
-12,955.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.1% | -2.6% | -0.6% | -2.8% |
| 30D | -2.8% | -9.0% | +6.3% | -1.5% |
| 3M | -5.7% | -25.8% | +20.2% | -2.4% |
| 6M | -8.8% | +11.8% | -20.5% | -12.2% |
| YTD | +6.7% | +35.5% | -28.8% | -0.8% |
| 1Y | -3.6% | +45.3% | -49.0% | -11.9% |
| 3Y | +75.1% | +138.5% | -63.4% | +40.2% |
| 5Y | +108.9% | +152.8% | -43.9% | +59.4% |
| 10Y | +586.2% | +1,616.6% | -1,030.4% | +272.6% |
| All | +2,778.9% | +15,734.2% | -12,955.3% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling