+16,096.1%
MPWR vs CAH
+1,082.3%
+15,013.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | +2.2% | +9.4% | -7.2% | -1.7% |
| 30D | -2.1% | +16.5% | -18.6% | -8.4% |
| 3M | -1.6% | +17.0% | -18.5% | -8.4% |
| 6M | -14.9% | +51.4% | -66.3% | -29.8% |
| YTD | +50.5% | +36.0% | +14.6% | +29.3% |
| 1Y | +40.0% | +36.0% | +4.0% | +20.1% |
| 3Y | +175.0% | +177.5% | -2.5% | +64.8% |
| 5Y | +162.0% | +509.2% | -347.2% | +4.7% |
| 10Y | +1,791.8% | +408.1% | +1,383.7% | +637.3% |
| All | +16,096.1% | +1,082.3% | +15,013.8% | +3,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling