+3,313.7%
CSX vs MPWR
+15,734.2%
-12,420.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | -2.6% | -0.8% | -2.7% |
| 30D | -3.1% | -9.0% | +6.0% | -0.9% |
| 3M | +7.2% | -25.8% | +33.0% | +13.6% |
| 6M | +16.2% | +11.8% | +4.4% | +10.1% |
| YTD | +37.5% | +35.5% | +2.0% | +23.6% |
| 1Y | +53.2% | +45.3% | +7.9% | +34.0% |
| 3Y | +68.2% | +138.5% | -70.2% | +18.3% |
| 5Y | +65.2% | +152.8% | -87.5% | +5.9% |
| 10Y | +504.1% | +1,616.6% | -1,112.4% | +111.9% |
| All | +3,313.7% | +15,734.2% | -12,420.5% | +606.3% |
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