+5,842.9%
CRM vs MPWR
+15,734.2%
-9,891.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +1.3% | -2.6% | +3.8% | +2.1% |
| 30D | +34.3% | -9.0% | +43.4% | +37.9% |
| 3M | +37.7% | -25.8% | +63.5% | +47.1% |
| 6M | +34.9% | +11.8% | +23.2% | +21.8% |
| YTD | -1.6% | +35.5% | -37.2% | -18.0% |
| 1Y | +7.1% | +45.3% | -38.2% | -13.8% |
| 3Y | +19.0% | +138.5% | -119.4% | -28.3% |
| 5Y | -1.3% | +152.8% | -154.0% | -45.4% |
| 10Y | +251.2% | +1,616.6% | -1,365.4% | -9.4% |
| All | +5,842.9% | +15,734.2% | -9,891.3% | +665.8% |
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