+4,896.6%
CRM vs MPWR
+18,654.0%
-13,757.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -2.2% | +27.9% | -30.1% | -10.1% |
| 30D | -8.6% | +9.7% | -18.3% | -12.6% |
| 3M | +12.7% | +1.7% | +11.0% | +9.1% |
| 6M | +27.6% | -9.2% | +36.8% | +23.6% |
| YTD | -17.3% | +60.5% | -77.8% | -36.2% |
| 1Y | -10.8% | +52.0% | -62.9% | -30.1% |
| 3Y | +3.8% | +193.1% | -189.4% | -42.6% |
| 5Y | -27.7% | +167.3% | -195.0% | -61.3% |
| 10Y | +197.3% | +1,878.8% | -1,681.6% | -28.3% |
| All | +4,896.6% | +18,654.0% | -13,757.4% | +495.6% |
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