+156.2%
MPWR vs CHRW
+58.8%
+97.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +16.8% | +7.3% | +9.5% | +14.3% |
| 30D | +11.9% | -3.6% | +15.4% | +13.0% |
| 3M | +2.2% | -9.6% | +11.8% | +4.6% |
| 6M | -15.5% | -17.0% | +1.5% | -12.3% |
| YTD | +54.2% | -15.4% | +69.6% | +56.6% |
| 1Y | +51.5% | -10.0% | +61.4% | +50.0% |
| 3Y | +180.2% | +82.2% | +98.1% | +93.8% |
| All | +156.2% | +58.8% | +97.5% | +105.3% |
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