+2,716.9%
MPWR vs CFG
+351.2%
+2,365.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.1% | -7.1% | -8.8% |
| 7D | -5.6% | -2.2% | -3.5% | -4.7% |
| 30D | -23.2% | +0.4% | -23.6% | -23.4% |
| 3M | -15.8% | -12.6% | -3.2% | -10.6% |
| 6M | -28.5% | +0.6% | -29.2% | -29.4% |
| YTD | +25.5% | +12.4% | +13.0% | +17.9% |
| 1Y | +13.9% | +27.7% | -13.8% | +0.8% |
| 3Y | +134.6% | +172.4% | -37.8% | +48.0% |
| 5Y | +114.8% | +64.0% | +50.9% | +65.2% |
| 10Y | +1,499.3% | +252.8% | +1,246.5% | +675.7% |
| All | +2,716.9% | +351.2% | +2,365.7% | +1,104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling