+753.8%
MPWR vs CARR
+441.9%
+311.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.3% |
| 7D | -2.6% | +1.6% | -4.1% | -3.4% |
| 30D | -9.0% | -8.7% | -0.3% | -4.6% |
| 3M | -25.8% | -12.6% | -13.3% | -20.5% |
| 6M | +11.8% | -1.5% | +13.3% | +12.3% |
| YTD | +35.5% | +14.3% | +21.2% | +25.7% |
| 1Y | +45.3% | -4.6% | +49.9% | +47.4% |
| 3Y | +138.5% | +7.3% | +131.1% | +130.7% |
| 5Y | +152.8% | +11.6% | +141.1% | +127.6% |
| All | +753.8% | +441.9% | +311.9% | +580.4% |
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