+1,679.2%
MPWR vs CHD
+123.8%
+1,555.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -1.3% | -4.2% | +2.9% | -0.7% |
| 30D | -12.8% | -7.6% | -5.3% | -12.0% |
| 3M | -21.3% | -1.6% | -19.7% | -21.4% |
| 6M | +13.7% | -6.3% | +20.1% | +14.4% |
| YTD | +33.3% | +14.6% | +18.7% | +29.1% |
| 1Y | +41.3% | +1.6% | +39.7% | +39.8% |
| 3Y | +145.8% | +3.1% | +142.6% | +135.4% |
| 5Y | +155.6% | +21.1% | +134.6% | +123.2% |
| 10Y | +1,679.2% | +128.6% | +1,550.6% | +1,142.1% |
| All | +1,679.2% | +123.8% | +1,555.4% | +1,142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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