+18,758.5%
MPWR vs CF
+4,965.4%
+13,793.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -3.9% |
| 7D | +4.1% | -6.9% | +11.0% | +6.0% |
| 30D | -14.8% | -3.7% | -11.0% | -14.2% |
| 3M | -5.4% | -5.0% | -0.4% | -5.0% |
| 6M | -19.6% | -10.5% | -9.1% | -18.7% |
| YTD | +39.8% | +46.5% | -6.7% | +19.9% |
| 1Y | +32.5% | +34.8% | -2.3% | +16.2% |
| 3Y | +161.4% | +46.7% | +114.8% | +117.7% |
| 5Y | +144.5% | +112.0% | +32.5% | +75.6% |
| 10Y | +1,682.6% | +529.7% | +1,152.9% | +771.9% |
| All | +18,758.5% | +4,965.4% | +13,793.0% | +4,333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling