+136.7%
MPWR vs CBRE
+72.5%
+64.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -2.6% | -2.0% | -0.6% | -1.8% |
| 30D | -9.0% | -2.2% | -6.8% | -8.6% |
| 3M | -25.8% | +12.9% | -38.7% | -32.1% |
| 6M | +11.8% | +4.3% | +7.4% | +6.7% |
| YTD | +35.5% | -8.0% | +43.6% | +37.1% |
| 1Y | +45.3% | -8.6% | +53.9% | +46.7% |
| All | +136.7% | +72.5% | +64.2% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling