+1,632.0%
MPWR vs CHRW
+163.9%
+1,468.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -2.6% | -1.4% | -1.2% | -2.0% |
| 30D | -9.0% | -3.5% | -5.6% | -7.9% |
| 3M | -25.8% | -19.4% | -6.4% | -20.1% |
| 6M | +11.8% | -21.4% | +33.1% | +20.9% |
| YTD | +35.5% | -7.1% | +42.6% | +34.6% |
| 1Y | +45.3% | +17.8% | +27.5% | +27.7% |
| 3Y | +138.5% | +78.8% | +59.7% | +64.2% |
| 5Y | +152.8% | +83.5% | +69.2% | +68.6% |
| All | +1,632.0% | +163.9% | +1,468.1% | +851.6% |
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