+871.5%
MPWR vs CARR
+394.0%
+477.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +16.8% | +3.5% | +13.3% | +15.0% |
| 30D | +11.9% | +0.4% | +11.5% | +12.0% |
| 3M | +2.2% | -14.1% | +16.3% | +11.1% |
| 6M | -15.5% | -16.7% | +1.2% | -6.7% |
| YTD | +54.2% | +4.2% | +50.0% | +50.7% |
| 1Y | +51.5% | -0.2% | +51.6% | +51.2% |
| 3Y | +180.2% | +10.9% | +169.3% | +171.4% |
| 5Y | +156.8% | +3.9% | +152.9% | +143.0% |
| All | +871.5% | +394.0% | +477.5% | +715.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling