+162.0%
MPWR vs CDW
-2.4%
+164.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -4.0% |
| 7D | +2.2% | +13.1% | -10.9% | -6.1% |
| 30D | -2.1% | +19.1% | -21.2% | -14.1% |
| 3M | -1.6% | +24.7% | -26.3% | -17.9% |
| 6M | -14.9% | +63.4% | -78.3% | -46.6% |
| YTD | +50.5% | +26.3% | +24.2% | +9.8% |
| 1Y | +40.0% | +20.6% | +19.4% | +7.1% |
| 3Y | +175.0% | -16.3% | +191.3% | +198.1% |
| 5Y | +162.0% | -3.9% | +165.9% | +135.2% |
| All | +162.0% | -2.4% | +164.3% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 5y: compounded portfolio wealth divided by compounded CDW 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…
5y analysis · Full analysis span regression · 6 months rolling