+182.2%
MPWR vs CART
+41.0%
+141.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.6% | -5.3% |
| 7D | +4.1% | +1.4% | +2.7% | +3.9% |
| 30D | -14.8% | +29.7% | -44.5% | -18.8% |
| 3M | -5.4% | +29.7% | -35.1% | -10.3% |
| 6M | -19.6% | +36.8% | -56.4% | -25.1% |
| YTD | +39.8% | +31.7% | +8.2% | +30.9% |
| 1Y | +32.5% | +62.4% | -29.8% | +16.5% |
| 3Y | +161.4% | +120.1% | +41.4% | +105.8% |
| All | +182.2% | +41.0% | +141.2% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling