+1,921.6%
MPWR vs CHRW
+131.8%
+1,789.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.7% | +5.2% | +7.4% |
| 7D | +17.3% | -0.1% | +17.3% | +17.6% |
| 30D | +12.1% | -4.3% | +16.4% | +13.9% |
| 3M | +5.6% | -7.4% | +13.0% | +7.5% |
| 6M | -10.7% | -20.7% | +10.0% | -4.8% |
| YTD | +64.0% | -15.9% | +79.8% | +67.6% |
| 1Y | +55.9% | -9.9% | +65.8% | +54.5% |
| 3Y | +199.5% | +79.0% | +120.5% | +101.2% |
| 5Y | +176.6% | +61.3% | +115.2% | +93.3% |
| 10Y | +1,921.6% | +128.5% | +1,793.1% | +1,066.0% |
| All | +1,921.6% | +131.8% | +1,789.8% | +1,066.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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