+102.4%
MPWR vs CAI
-5.3%
+107.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.3% | +15.3% | +16.4% |
| 7D | +11.6% | -20.3% | +31.9% | +15.3% |
| 30D | +0.1% | -13.9% | +14.0% | +2.4% |
| 3M | -0.8% | +12.4% | -13.3% | -2.2% |
| 6M | -13.0% | +58.3% | -71.4% | -18.7% |
| YTD | +53.9% | -5.2% | +59.1% | +53.7% |
| 1Y | +45.8% | -0.2% | +46.0% | +44.6% |
| All | +102.4% | -5.3% | +107.7% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling