+93.0%
CSCO vs MPWR
+134.6%
-41.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.3% | +2.7% | -5.8% |
| 7D | -11.9% | -5.6% | -6.2% | -11.0% |
| 30D | -18.8% | -23.2% | +4.4% | -15.1% |
| 3M | -21.2% | -15.8% | -5.4% | -19.1% |
| 6M | +1.9% | -28.5% | +30.4% | +6.7% |
| YTD | +26.1% | +25.5% | +0.6% | +20.0% |
| 1Y | +34.7% | +13.9% | +20.8% | +30.0% |
| All | +93.0% | +134.6% | -41.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling