+4,802.7%
CRM vs MPWR
+17,490.5%
-12,687.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -3.9% | +2.2% | -6.1% | -5.4% |
| 30D | -6.8% | -2.1% | -4.8% | -7.6% |
| 3M | +8.3% | -1.6% | +9.8% | +5.9% |
| 6M | +17.9% | -14.9% | +32.9% | +16.7% |
| YTD | -18.9% | +50.5% | -69.4% | -36.1% |
| 1Y | -10.9% | +40.0% | -50.9% | -28.2% |
| 3Y | +1.8% | +175.0% | -173.1% | -42.5% |
| 5Y | -27.4% | +162.0% | -189.4% | -61.0% |
| 10Y | +195.5% | +1,791.8% | -1,596.4% | -27.7% |
| All | +4,802.7% | +17,490.5% | -12,687.8% | +497.0% |
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