+153.9%
MPWR vs CFG
+65.0%
+88.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | -2.1% | +2.8% | -4.8% | -3.5% |
| 3M | -1.6% | -10.1% | +8.5% | +4.6% |
| 6M | -14.9% | +3.2% | -18.1% | -17.7% |
| YTD | +50.5% | +14.2% | +36.3% | +37.4% |
| 1Y | +40.0% | +27.4% | +12.6% | +19.6% |
| 3Y | +175.0% | +187.6% | -12.6% | +47.7% |
| All | +153.9% | +65.0% | +88.9% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling