+1,542.6%
MPWR vs CBRE
+397.3%
+1,145.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.6% |
| 7D | -1.7% | +5.2% | -6.9% | -4.7% |
| 30D | -16.5% | +6.2% | -22.8% | -19.8% |
| 3M | -12.3% | -8.1% | -4.2% | -9.1% |
| 6M | -27.7% | -6.6% | -21.1% | -27.3% |
| YTD | +32.0% | -15.7% | +47.7% | +38.8% |
| 1Y | +25.1% | -9.7% | +34.7% | +25.5% |
| 3Y | +146.5% | +80.4% | +66.1% | +57.6% |
| 5Y | +126.0% | +27.0% | +99.0% | +77.7% |
| All | +1,542.6% | +397.3% | +1,145.4% | +618.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling