+134.3%
MPWR vs CART
+111.7%
+22.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.4% | -7.9% | -9.8% |
| 7D | -5.6% | +1.2% | -6.8% | -5.8% |
| 30D | -23.2% | +27.1% | -50.3% | -26.8% |
| 3M | -15.8% | +27.4% | -43.2% | -20.2% |
| 6M | -28.5% | +32.1% | -60.7% | -33.3% |
| YTD | +25.5% | +28.5% | -3.0% | +17.5% |
| 1Y | +13.9% | +58.8% | -44.9% | -0.7% |
| All | +134.3% | +111.7% | +22.6% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling