+306.4%
CSCO vs MPWR
+1,560.2%
-1,253.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -3.2% |
| 7D | -10.2% | -1.7% | -8.5% | -9.9% |
| 30D | -20.1% | -16.5% | -3.5% | -16.7% |
| 3M | -22.1% | -12.3% | -9.8% | -20.1% |
| 6M | +3.2% | -27.7% | +30.9% | +9.6% |
| YTD | +24.1% | +32.0% | -7.9% | +12.6% |
| 1Y | +34.6% | +25.1% | +9.5% | +23.6% |
| 3Y | +90.0% | +146.5% | -56.5% | +33.5% |
| 5Y | +88.6% | +126.0% | -37.5% | +25.6% |
| All | +306.4% | +1,560.2% | -1,253.8% | +16.8% |
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 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