-3.5%
CRM vs MPWR
+155.0%
-158.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +29.3% | -13.1% | +42.3% | +32.8% |
| 3M | +36.8% | -21.7% | +58.5% | +42.0% |
| 6M | +23.9% | +19.5% | +4.4% | +11.7% |
| YTD | -5.5% | +34.9% | -40.4% | -18.8% |
| 1Y | -0.4% | +42.0% | -42.4% | -16.5% |
| 3Y | +12.8% | +148.8% | -136.1% | -30.7% |
| 5Y | -3.5% | +156.8% | -160.3% | -46.4% |
| All | -3.5% | +155.0% | -158.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling