+160.1%
MPWR vs CL
+41.6%
+118.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.4% | +15.2% | +16.9% |
| 7D | +11.6% | +0.5% | +11.1% | +11.8% |
| 30D | +0.1% | +11.6% | -11.5% | +2.8% |
| 3M | -0.8% | +5.6% | -6.4% | +0.9% |
| 6M | -13.0% | +13.2% | -26.2% | -10.4% |
| YTD | +53.9% | +26.9% | +27.0% | +59.9% |
| 1Y | +45.8% | +27.3% | +18.5% | +51.6% |
| 3Y | +194.3% | +39.7% | +154.5% | +192.4% |
| 5Y | +160.1% | +41.3% | +118.8% | +162.5% |
| All | +160.1% | +41.6% | +118.5% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling