+1,650.0%
MPWR vs CAG
-36.5%
+1,686.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.6% | -5.3% | +4.7% | -0.2% |
| 30D | -13.1% | +1.0% | -14.1% | -13.2% |
| 3M | -21.7% | +17.4% | -39.1% | -23.2% |
| 6M | +19.5% | -16.8% | +36.3% | +22.1% |
| YTD | +34.9% | -6.8% | +41.7% | +35.5% |
| 1Y | +42.0% | -15.4% | +57.3% | +44.2% |
| 3Y | +148.8% | -37.1% | +185.9% | +160.2% |
| 5Y | +156.8% | -41.3% | +198.1% | +168.1% |
| 10Y | +1,650.0% | -35.5% | +1,685.5% | +1,590.0% |
| All | +1,650.0% | -36.5% | +1,686.5% | +1,590.0% |
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