+16,459.4%
MPWR vs CHD
+1,828.5%
+14,630.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.8% | +14.8% | +16.0% |
| 7D | +11.6% | +0.8% | +10.8% | +11.3% |
| 30D | +0.1% | +13.5% | -13.3% | -4.3% |
| 3M | -0.8% | +8.1% | -9.0% | -3.8% |
| 6M | -13.0% | +19.9% | -32.9% | -19.5% |
| YTD | +53.9% | +34.0% | +19.9% | +36.3% |
| 1Y | +45.8% | +29.8% | +16.0% | +30.4% |
| 3Y | +194.3% | +28.7% | +165.5% | +152.3% |
| 5Y | +160.1% | +31.8% | +128.4% | +112.4% |
| 10Y | +1,786.5% | +178.2% | +1,608.3% | +894.8% |
| All | +16,459.4% | +1,828.5% | +14,630.9% | +3,254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling