+161.6%
MPWR vs CGNX
-25.4%
+187.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +1.6% |
| 7D | +0.9% | +3.2% | -2.3% | -1.0% |
| 30D | -13.4% | +6.0% | -19.4% | -16.5% |
| 3M | -22.2% | +3.5% | -25.8% | -24.4% |
| 6M | +15.7% | +26.3% | -10.6% | 0.0% |
| YTD | +36.7% | +79.2% | -42.6% | -12.6% |
| 1Y | +47.9% | +43.8% | +4.1% | +9.0% |
| 3Y | +159.7% | +52.0% | +107.7% | +70.0% |
| All | +161.6% | -25.4% | +187.0% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling