+6,736.4%
MPWR vs CDW
+1,039.4%
+5,697.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +7.5% |
| 7D | +17.3% | +2.6% | +14.7% | +16.0% |
| 30D | +12.1% | +20.4% | -8.3% | -2.2% |
| 3M | +5.6% | +28.5% | -22.9% | -13.3% |
| 6M | -10.7% | +70.6% | -81.3% | -43.3% |
| YTD | +64.0% | +29.1% | +34.9% | +20.8% |
| 1Y | +55.9% | +23.8% | +32.1% | +18.6% |
| 3Y | +199.5% | -14.5% | +214.0% | +204.9% |
| 5Y | +176.6% | -1.6% | +178.1% | +161.1% |
| 10Y | +1,921.6% | +322.0% | +1,599.6% | +782.2% |
| All | +6,736.4% | +1,039.4% | +5,697.0% | +2,338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling