+156.8%
MPWR vs CAH
+400.8%
-244.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -13.1% | +1.7% | -14.8% | -13.2% |
| 3M | -21.7% | +17.9% | -39.6% | -23.5% |
| 6M | +19.5% | +10.9% | +8.6% | +17.8% |
| YTD | +34.9% | +17.9% | +17.1% | +31.8% |
| 1Y | +42.0% | +61.7% | -19.7% | +31.6% |
| 3Y | +148.8% | +183.7% | -34.9% | +103.6% |
| 5Y | +156.8% | +401.3% | -244.5% | +66.1% |
| All | +156.8% | +400.8% | -244.0% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling