+155.2%
MPWR vs CI
+42.7%
+112.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -2.6% | +1.3% | -3.9% | -2.6% |
| 30D | -9.0% | +4.4% | -13.5% | -9.2% |
| 3M | -25.8% | +0.7% | -26.5% | -26.0% |
| 6M | +11.8% | +0.3% | +11.4% | +11.4% |
| YTD | +35.5% | +3.8% | +31.7% | +34.9% |
| 1Y | +45.3% | -5.5% | +50.8% | +45.1% |
| 3Y | +138.5% | +8.1% | +130.3% | +125.8% |
| All | +155.2% | +42.7% | +112.5% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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