+40.0%
MPWR vs CL
+28.1%
+11.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.1% |
| 7D | +2.2% | +2.6% | -0.4% | +4.1% |
| 30D | -2.1% | +11.8% | -13.8% | +6.5% |
| 3M | -1.6% | +5.9% | -7.5% | +3.6% |
| 6M | -14.9% | +13.3% | -28.3% | -6.3% |
| YTD | +50.5% | +27.1% | +23.4% | +76.7% |
| 1Y | +40.0% | +28.0% | +12.0% | +65.6% |
| All | +40.0% | +28.1% | +11.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling