+14,479.0%
MPWR vs CHRW
+788.3%
+13,690.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.3% |
| 7D | -2.6% | -1.4% | -1.2% | -1.9% |
| 30D | -9.0% | -3.5% | -5.6% | -7.8% |
| 3M | -25.8% | -19.4% | -6.4% | -19.6% |
| 6M | +11.8% | -21.4% | +33.1% | +21.7% |
| YTD | +35.5% | -7.1% | +42.6% | +34.8% |
| 1Y | +45.3% | +17.8% | +27.5% | +27.0% |
| 3Y | +138.5% | +78.8% | +59.7% | +62.8% |
| 5Y | +152.8% | +83.5% | +69.2% | +67.3% |
| 10Y | +1,616.6% | +160.2% | +1,456.3% | +815.4% |
| All | +14,479.0% | +788.3% | +13,690.7% | +4,430.8% |
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