+159.7%
MPWR vs CGNX
+49.8%
+109.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +2.0% |
| 7D | +0.9% | +3.2% | -2.3% | -0.7% |
| 30D | -13.4% | +6.0% | -19.4% | -16.0% |
| 3M | -22.2% | +3.5% | -25.8% | -23.9% |
| 6M | +15.7% | +26.3% | -10.6% | +2.9% |
| YTD | +36.7% | +79.2% | -42.6% | -5.1% |
| 1Y | +47.9% | +43.8% | +4.1% | +16.9% |
| 3Y | +159.7% | +52.0% | +107.7% | +76.3% |
| All | +159.7% | +49.8% | +109.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling