+3,217.1%
COST vs MPWR
+15,324.6%
-12,107.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.9% |
| 7D | +4.1% | -1.7% | +5.8% | +4.1% |
| 30D | +12.0% | -16.5% | +28.5% | +14.5% |
| 3M | +11.2% | -12.3% | +23.4% | +12.4% |
| 6M | +6.1% | -27.7% | +33.9% | +9.2% |
| YTD | +22.9% | +32.0% | -9.1% | +13.9% |
| 1Y | +14.7% | +25.1% | -10.3% | +7.2% |
| 3Y | +92.3% | +146.5% | -54.2% | +52.4% |
| 5Y | +116.6% | +126.0% | -9.4% | +67.2% |
| 10Y | +775.4% | +1,582.7% | -807.3% | +373.4% |
| All | +3,217.1% | +15,324.6% | -12,107.5% | +1,117.0% |
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