+14,101.9%
MPWR vs CHRW
+654.1%
+13,447.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -16.5% | -7.3% | -9.2% | -14.1% |
| 3M | -12.3% | -14.2% | +1.9% | -7.5% |
| 6M | -27.7% | -25.1% | -2.7% | -20.6% |
| YTD | +32.0% | -21.2% | +53.2% | +39.4% |
| 1Y | +25.1% | -14.2% | +39.2% | +26.8% |
| 3Y | +146.5% | +63.5% | +83.0% | +72.1% |
| 5Y | +126.0% | +49.6% | +76.5% | +62.4% |
| 10Y | +1,582.7% | +129.4% | +1,453.3% | +835.5% |
| All | +14,101.9% | +654.1% | +13,447.8% | +4,586.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling