+1,542.6%
MPWR vs CG
+290.3%
+1,252.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.6% |
| 7D | -1.7% | -1.2% | -0.6% | -1.1% |
| 30D | -16.5% | +5.0% | -21.5% | -19.5% |
| 3M | -12.3% | -18.2% | +5.9% | -2.3% |
| 6M | -27.7% | -20.7% | -7.0% | -19.0% |
| YTD | +32.0% | -31.4% | +63.4% | +59.5% |
| 1Y | +25.1% | -22.3% | +47.3% | +38.8% |
| 3Y | +146.5% | +50.2% | +96.3% | +75.3% |
| 5Y | +126.0% | -22.1% | +148.1% | +133.5% |
| All | +1,542.6% | +290.3% | +1,252.4% | +740.2% |
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