+45.3%
MPWR vs CART
+14.4%
+30.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.7% |
| 7D | -2.6% | +1.0% | -3.6% | -2.5% |
| 30D | -9.0% | +12.6% | -21.7% | -8.4% |
| 3M | -25.8% | +23.1% | -48.9% | -24.8% |
| 6M | +11.8% | +39.5% | -27.8% | +13.9% |
| YTD | +35.5% | +13.5% | +22.0% | +38.6% |
| 1Y | +45.3% | +14.9% | +30.4% | +47.5% |
| All | +45.3% | +14.4% | +30.9% | +47.5% |
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 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