+1,632.7%
MPWR vs CFG
+317.4%
+1,315.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.6% | +1.5% | -4.1% | -3.3% |
| 30D | -9.0% | -3.8% | -5.2% | -7.4% |
| 3M | -25.8% | +11.5% | -37.3% | -30.0% |
| 6M | +11.8% | +19.2% | -7.4% | +2.3% |
| YTD | +35.5% | +23.7% | +11.8% | +22.0% |
| 1Y | +45.3% | +38.8% | +6.5% | +23.7% |
| 3Y | +138.5% | +178.9% | -40.5% | +48.3% |
| 5Y | +152.8% | +101.8% | +51.0% | +77.4% |
| All | +1,632.7% | +317.4% | +1,315.3% | +752.8% |
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