+153.2%
MPWR vs CARR
+2.2%
+151.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.8% |
| 30D | -12.8% | -8.7% | -4.2% | -6.8% |
| 3M | -21.3% | -18.4% | -2.9% | -8.6% |
| 6M | +13.7% | -0.6% | +14.4% | +12.3% |
| YTD | +33.3% | +10.9% | +22.3% | +19.7% |
| 1Y | +41.3% | -7.3% | +48.6% | +45.9% |
| All | +153.2% | +2.2% | +151.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling