+1,791.8%
MPWR vs CAH
+422.4%
+1,369.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +2.2% | +9.4% | -7.2% | -0.4% |
| 30D | -2.1% | +16.5% | -18.6% | -6.3% |
| 3M | -1.6% | +17.0% | -18.5% | -6.2% |
| 6M | -14.9% | +51.4% | -66.3% | -25.5% |
| YTD | +50.5% | +36.0% | +14.6% | +35.8% |
| 1Y | +40.0% | +36.0% | +4.0% | +26.2% |
| 3Y | +175.0% | +177.5% | -2.5% | +90.6% |
| 5Y | +162.0% | +509.2% | -347.2% | +31.6% |
| 10Y | +1,791.8% | +408.1% | +1,383.7% | +786.8% |
| All | +1,791.8% | +422.4% | +1,369.5% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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