+125.2%
MPWR vs CAG
-39.4%
+164.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +7.0% | +4.8% |
| 7D | -1.7% | +5.8% | -7.6% | -0.4% |
| 30D | -16.5% | +16.4% | -32.9% | -13.6% |
| 3M | -12.3% | +3.8% | -16.1% | -10.8% |
| 6M | -27.7% | +10.8% | -38.6% | -25.3% |
| YTD | +32.0% | -5.8% | +37.8% | +34.8% |
| 1Y | +25.1% | -2.4% | +27.5% | +28.0% |
| 3Y | +146.5% | -33.4% | +179.9% | +144.6% |
| All | +125.2% | -39.4% | +164.6% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling