+25.1%
MPWR vs CHRW
-16.7%
+41.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.6% |
| 30D | -16.5% | -7.3% | -9.2% | -15.6% |
| 3M | -12.3% | -14.2% | +1.9% | -10.8% |
| 6M | -27.7% | -25.1% | -2.7% | -24.8% |
| YTD | +32.0% | -21.2% | +53.2% | +22.9% |
| 1Y | +25.1% | -14.2% | +39.2% | +6.5% |
| All | +25.1% | -16.7% | +41.8% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling