+795.9%
CSCO vs MPWR
+15,734.2%
-14,938.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | 0.0% |
| 30D | -10.1% | -9.0% | -1.1% | -8.0% |
| 3M | -15.7% | -25.8% | +10.1% | -10.0% |
| 6M | +36.3% | +11.8% | +24.5% | +30.2% |
| YTD | +43.8% | +35.5% | +8.3% | +30.6% |
| 1Y | +63.9% | +45.3% | +18.6% | +45.2% |
| 3Y | +104.4% | +138.5% | -34.1% | +47.7% |
| 5Y | +111.4% | +152.8% | -41.4% | +40.4% |
| 10Y | +361.7% | +1,616.6% | -1,254.9% | +72.4% |
| All | +795.9% | +15,734.2% | -14,938.3% | +105.4% |
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