+52.0%
MPWR vs CART
+47.6%
+4.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.2% |
| 7D | +27.9% | +1.2% | +26.7% | +28.0% |
| 30D | +9.7% | +17.8% | -8.1% | +11.9% |
| 3M | +1.7% | +20.7% | -19.0% | +4.2% |
| 6M | -9.2% | +49.7% | -59.0% | -4.6% |
| YTD | +60.5% | +30.0% | +30.5% | +65.7% |
| 1Y | +52.0% | +48.4% | +3.7% | +59.8% |
| All | +52.0% | +47.6% | +4.5% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling