+32.5%
MPWR vs CBRE
-6.2%
+38.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.1% | -9.2% | -5.1% |
| 7D | +4.1% | +14.1% | -10.0% | +3.8% |
| 30D | -14.8% | +9.0% | -23.8% | -14.8% |
| 3M | -5.4% | -6.6% | +1.2% | -5.6% |
| 6M | -19.6% | +0.8% | -20.4% | -19.8% |
| YTD | +39.8% | -12.2% | +52.1% | +37.3% |
| 1Y | +32.5% | -6.8% | +39.4% | +26.8% |
| All | +32.5% | -6.2% | +38.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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