+727.4%
MPWR vs CARR
+414.1%
+313.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | -2.3% | -4.1% | +1.9% | -0.1% |
| 30D | -15.4% | -11.0% | -4.4% | -10.1% |
| 3M | -19.4% | -16.4% | -3.0% | -11.4% |
| 6M | +12.7% | -2.4% | +15.1% | +13.8% |
| YTD | +31.3% | +8.4% | +22.9% | +25.2% |
| 1Y | +39.7% | -8.0% | +47.6% | +44.5% |
| 3Y | +142.2% | +0.6% | +141.6% | +142.3% |
| 5Y | +149.0% | +7.7% | +141.2% | +129.9% |
| All | +727.4% | +414.1% | +313.4% | +578.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling