+155.2%
MPWR vs CAG
-40.1%
+195.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | -2.6% | -3.8% | +1.2% | -3.2% |
| 30D | -9.0% | +3.1% | -12.2% | -8.5% |
| 3M | -25.8% | +23.5% | -49.3% | -23.6% |
| 6M | +11.8% | -14.8% | +26.6% | +12.4% |
| YTD | +35.5% | -5.4% | +40.9% | +37.1% |
| 1Y | +45.3% | -11.8% | +57.1% | +46.5% |
| 3Y | +138.5% | -36.7% | +175.1% | +134.2% |
| All | +155.2% | -40.1% | +195.3% | +156.5% |
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