+115.6%
MPWR vs CAI
-9.3%
+124.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.9% |
| 7D | +17.3% | -26.3% | +43.5% | +22.4% |
| 30D | +12.1% | -17.5% | +29.6% | +15.4% |
| 3M | +5.6% | +5.8% | -0.2% | +5.1% |
| 6M | -10.7% | +53.6% | -64.4% | -16.1% |
| YTD | +64.0% | -9.2% | +73.2% | +64.8% |
| 1Y | +55.9% | -2.7% | +58.6% | +55.3% |
| All | +115.6% | -9.3% | +124.9% | +120.2% |
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