+232.4%
CRM vs MPWR
+1,653.1%
-1,420.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -8.1% | -2.3% | -5.8% | -7.5% |
| 30D | +23.1% | -15.4% | +38.5% | +28.9% |
| 3M | +42.5% | -19.4% | +61.9% | +48.0% |
| 6M | +25.3% | +12.7% | +12.6% | +12.5% |
| YTD | -7.8% | +31.3% | -39.1% | -22.8% |
| 1Y | +1.0% | +39.7% | -38.6% | -18.2% |
| 3Y | +10.0% | +142.2% | -132.2% | -37.2% |
| 5Y | -3.9% | +149.0% | -152.9% | -50.2% |
| All | +232.4% | +1,653.1% | -1,420.7% | -40.5% |
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