+180.2%
MPWR vs CCL
+136.4%
+43.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | +16.8% | -1.2% | +18.0% | +17.7% |
| 30D | +11.9% | +13.1% | -1.3% | +5.6% |
| 3M | +2.2% | +3.4% | -1.2% | +0.2% |
| 6M | -15.5% | +18.7% | -34.2% | -23.6% |
| YTD | +54.2% | -2.3% | +56.4% | +50.7% |
| 1Y | +51.5% | +14.2% | +37.3% | +35.3% |
| 3Y | +180.2% | +133.6% | +46.6% | +79.4% |
| All | +180.2% | +136.4% | +43.9% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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