+114.8%
MPWR vs CF
+125.5%
-10.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.2% | -16.5% | -10.9% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -23.2% | +2.2% | -25.4% | -23.5% |
| 3M | -15.8% | +2.1% | -17.9% | -16.4% |
| 6M | -28.5% | -6.5% | -22.0% | -28.5% |
| YTD | +25.5% | +55.6% | -30.1% | +10.5% |
| 1Y | +13.9% | +42.3% | -28.4% | +2.2% |
| 3Y | +134.6% | +55.7% | +78.8% | +100.1% |
| 5Y | +114.8% | +122.4% | -7.6% | +74.1% |
| All | +114.8% | +125.5% | -10.6% | +74.1% |
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