+1,865.4%
MPWR vs CAG
-38.0%
+1,903.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | +27.9% | -6.2% | +34.1% | +28.2% |
| 30D | +9.7% | +7.4% | +2.3% | +9.1% |
| 3M | +1.7% | -1.6% | +3.3% | +1.6% |
| 6M | -9.2% | +6.3% | -15.6% | -10.1% |
| YTD | +60.5% | -10.1% | +70.6% | +61.4% |
| 1Y | +52.0% | -10.2% | +62.3% | +52.8% |
| 3Y | +193.1% | -37.3% | +230.5% | +204.8% |
| 5Y | +167.3% | -41.6% | +208.8% | +177.2% |
| All | +1,865.4% | -38.0% | +1,903.5% | +1,775.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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