+45.3%
MPWR vs CARR
-3.6%
+48.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.2% |
| 7D | -2.6% | +1.6% | -4.1% | -3.5% |
| 30D | -9.0% | -8.7% | -0.3% | -3.9% |
| 3M | -25.8% | -12.6% | -13.3% | -19.2% |
| 6M | +11.8% | -1.5% | +13.3% | +11.5% |
| YTD | +35.5% | +14.3% | +21.2% | +24.8% |
| 1Y | +45.3% | -4.6% | +49.9% | +48.5% |
| All | +45.3% | -3.6% | +48.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling