+1,657.7%
MPWR vs CG
+355.4%
+1,302.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.9% |
| 7D | -2.6% | -4.3% | +1.7% | +0.1% |
| 30D | -9.0% | -5.1% | -4.0% | -6.8% |
| 3M | -25.8% | +8.7% | -34.5% | -30.9% |
| 6M | +11.8% | -9.2% | +21.0% | +15.7% |
| YTD | +35.5% | -18.9% | +54.4% | +48.8% |
| 1Y | +45.3% | -25.6% | +71.0% | +67.6% |
| 3Y | +138.5% | +57.3% | +81.2% | +66.3% |
| 5Y | +152.8% | +10.2% | +142.6% | +114.4% |
| All | +1,657.7% | +355.4% | +1,302.3% | +673.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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