+204.7%
CRM vs MPWR
+1,868.4%
-1,663.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -2.2% | +27.9% | -30.1% | -9.3% |
| 30D | -8.6% | +9.7% | -18.3% | -12.1% |
| 3M | +12.7% | +1.7% | +11.0% | +9.6% |
| 6M | +27.6% | -9.2% | +36.8% | +24.3% |
| YTD | -17.3% | +60.5% | -77.8% | -36.0% |
| 1Y | -10.8% | +52.0% | -62.9% | -29.8% |
| 3Y | +3.8% | +193.1% | -189.4% | -44.5% |
| 5Y | -27.7% | +167.3% | -195.0% | -63.1% |
| All | +204.7% | +1,868.4% | -1,663.7% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling