+1,607.5%
MPWR vs CHTR
-46.7%
+1,654.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.4% | -3.0% |
| 7D | -2.3% | -7.1% | +4.9% | -0.2% |
| 30D | -15.4% | -10.9% | -4.5% | -13.2% |
| 3M | -19.4% | +2.0% | -21.4% | -21.8% |
| 6M | +12.7% | -35.9% | +48.6% | +24.2% |
| YTD | +31.3% | -32.7% | +64.0% | +40.1% |
| 1Y | +39.7% | -46.6% | +86.2% | +62.9% |
| 3Y | +142.2% | -66.7% | +208.9% | +225.4% |
| 5Y | +149.0% | -82.1% | +231.1% | +354.2% |
| All | +1,607.5% | -46.7% | +1,654.2% | +1,878.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling