+75.2%
MPWR vs CAI
-11.0%
+86.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | -12.8% | +2.7% | -15.5% | -13.2% |
| 3M | -21.3% | +41.7% | -63.0% | -25.1% |
| 6M | +13.7% | +26.5% | -12.7% | +8.8% |
| YTD | +33.3% | -10.9% | +44.2% | +33.9% |
| 1Y | +41.3% | -29.2% | +70.5% | +44.8% |
| All | +75.2% | -11.0% | +86.2% | +78.9% |
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