+166.3%
MPWR vs CART
+38.4%
+128.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | -16.5% | +28.6% | -45.1% | -20.3% |
| 3M | -12.3% | +29.1% | -41.3% | -16.7% |
| 6M | -27.7% | +44.7% | -72.5% | -33.4% |
| YTD | +32.0% | +29.2% | +2.8% | +24.0% |
| 1Y | +25.1% | +66.2% | -41.1% | +9.0% |
| 3Y | +146.5% | +112.8% | +33.7% | +95.0% |
| All | +166.3% | +38.4% | +128.0% | +113.5% |
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