+162.0%
MPWR vs CF
+116.3%
+45.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | +2.2% | +4.8% | -2.5% | +1.7% |
| 30D | -2.1% | +9.7% | -11.8% | -3.2% |
| 3M | -1.6% | +1.2% | -2.8% | -2.1% |
| 6M | -14.9% | +7.4% | -22.3% | -16.4% |
| YTD | +50.5% | +60.5% | -10.0% | +32.1% |
| 1Y | +40.0% | +50.7% | -10.8% | +24.5% |
| 3Y | +175.0% | +64.8% | +110.2% | +132.3% |
| 5Y | +162.0% | +115.8% | +46.2% | +116.5% |
| All | +162.0% | +116.3% | +45.6% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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