+97.9%
MPWR vs CAI
-9.5%
+107.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | +2.2% | -25.6% | +27.8% | +6.6% |
| 30D | -2.1% | -17.7% | +15.7% | +0.8% |
| 3M | -1.6% | +4.4% | -6.0% | -1.9% |
| 6M | -14.9% | +51.3% | -66.2% | -19.9% |
| YTD | +50.5% | -9.5% | +60.0% | +51.4% |
| 1Y | +40.0% | -1.5% | +41.5% | +39.2% |
| All | +97.9% | -9.5% | +107.4% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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