+13,397.9%
MPWR vs CI
+1,386.9%
+12,011.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.0% | -9.9% |
| 7D | -5.6% | +1.0% | -6.6% | -6.0% |
| 30D | -23.2% | +9.9% | -33.1% | -25.9% |
| 3M | -15.8% | +12.1% | -27.9% | -19.5% |
| 6M | -28.5% | +10.6% | -39.2% | -32.2% |
| YTD | +25.5% | +11.4% | +14.1% | +18.8% |
| 1Y | +13.9% | +18.8% | -4.9% | +5.3% |
| 3Y | +134.6% | +2.9% | +131.7% | +114.9% |
| 5Y | +114.8% | +54.5% | +60.3% | +64.7% |
| 10Y | +1,499.3% | +175.7% | +1,323.5% | +852.9% |
| All | +13,397.9% | +1,386.9% | +12,011.0% | +4,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling