+156.8%
MPWR vs CHD
+21.8%
+135.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.9% |
| 7D | -0.6% | -2.9% | +2.3% | -1.3% |
| 30D | -13.1% | -6.2% | -6.9% | -14.2% |
| 3M | -21.7% | +1.6% | -23.3% | -21.2% |
| 6M | +19.5% | -3.5% | +23.0% | +19.5% |
| YTD | +34.9% | +16.2% | +18.7% | +39.2% |
| 1Y | +42.0% | +3.4% | +38.6% | +44.8% |
| 3Y | +148.8% | +4.6% | +144.2% | +151.1% |
| 5Y | +156.8% | +21.1% | +135.7% | +159.2% |
| All | +156.8% | +21.8% | +135.0% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling