+173.4%
MPWR vs CART
+21.6%
+151.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.6% | +1.0% | -3.6% | -2.8% |
| 30D | -9.0% | +12.6% | -21.7% | -11.3% |
| 3M | -25.8% | +23.1% | -48.9% | -29.2% |
| 6M | +11.8% | +39.5% | -27.8% | +2.6% |
| YTD | +35.5% | +13.5% | +22.0% | +30.5% |
| 1Y | +45.3% | +14.9% | +30.4% | +38.5% |
| All | +173.4% | +21.6% | +151.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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