+155.2%
MPWR vs CHRW
+83.1%
+72.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | -9.0% | -3.5% | -5.6% | -8.1% |
| 3M | -25.8% | -19.4% | -6.4% | -20.9% |
| 6M | +11.8% | -21.4% | +33.1% | +19.6% |
| YTD | +35.5% | -7.1% | +42.6% | +34.7% |
| 1Y | +45.3% | +17.8% | +27.5% | +30.0% |
| 3Y | +138.5% | +78.8% | +59.7% | +71.9% |
| All | +155.2% | +83.1% | +72.1% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling