+205.1%
CRM vs MPWR
+1,791.1%
-1,586.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +1.2% |
| 7D | +2.0% | +16.8% | -14.8% | -3.0% |
| 30D | -7.7% | +11.9% | -19.5% | -11.8% |
| 3M | +8.4% | +2.2% | +6.2% | +5.2% |
| 6M | +31.9% | -15.5% | +47.4% | +31.5% |
| YTD | -17.2% | +54.2% | -71.4% | -35.2% |
| 1Y | -8.6% | +51.5% | -60.1% | -28.2% |
| 3Y | +3.1% | +180.2% | -177.1% | -44.2% |
| 5Y | -27.6% | +156.8% | -184.4% | -62.7% |
| All | +205.1% | +1,791.1% | -1,586.0% | -46.7% |
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