+155.2%
MPWR vs CL
+28.4%
+126.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.6% |
| 7D | -2.6% | -2.2% | -0.4% | -3.0% |
| 30D | -9.0% | -4.8% | -4.2% | -9.8% |
| 3M | -25.8% | +4.9% | -30.7% | -25.4% |
| 6M | +11.8% | -5.7% | +17.5% | +11.5% |
| YTD | +35.5% | +14.4% | +21.1% | +37.0% |
| 1Y | +45.3% | +8.7% | +36.6% | +47.3% |
| 3Y | +138.5% | +30.0% | +108.5% | +128.9% |
| All | +155.2% | +28.4% | +126.8% | +145.8% |
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