+1,542.6%
MPWR vs CFG
+242.7%
+1,300.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.6% |
| 7D | -1.7% | -0.9% | -0.9% | -1.3% |
| 30D | -16.5% | +1.1% | -17.6% | -17.0% |
| 3M | -12.3% | -12.0% | -0.3% | -7.1% |
| 6M | -27.7% | -2.2% | -25.5% | -27.7% |
| YTD | +32.0% | +11.4% | +20.6% | +24.4% |
| 1Y | +25.1% | +27.8% | -2.8% | +10.5% |
| 3Y | +146.5% | +173.3% | -26.8% | +55.1% |
| 5Y | +126.0% | +62.4% | +63.6% | +74.3% |
| All | +1,542.6% | +242.7% | +1,300.0% | +927.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling