+156.2%
MPWR vs CAG
-41.0%
+197.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.2% | -3.7% |
| 7D | +16.8% | -3.3% | +20.2% | +16.0% |
| 30D | +11.9% | +7.7% | +4.2% | +14.0% |
| 3M | +2.2% | -3.2% | +5.4% | +2.6% |
| 6M | -15.5% | +7.0% | -22.5% | -13.2% |
| YTD | +54.2% | -9.0% | +63.2% | +56.4% |
| 1Y | +51.5% | -9.6% | +61.1% | +53.6% |
| 3Y | +180.2% | -36.0% | +216.2% | +176.1% |
| All | +156.2% | -41.0% | +197.2% | +161.1% |
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