+57.2%
CSX vs MPWR
+141.1%
-83.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.7% | +3.3% |
| 7D | +0.1% | +4.1% | -4.0% | -0.5% |
| 30D | +9.7% | -14.8% | +24.5% | +11.8% |
| 3M | +2.3% | -5.4% | +7.7% | +2.4% |
| 6M | +17.1% | -19.6% | +36.7% | +18.9% |
| YTD | +44.9% | +39.8% | +5.1% | +35.0% |
| 1Y | +47.1% | +32.5% | +14.6% | +38.0% |
| 3Y | +78.6% | +161.4% | -82.9% | +41.9% |
| 5Y | +57.2% | +144.5% | -87.3% | +17.0% |
| All | +57.2% | +141.1% | -83.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling