+134.3%
MPWR vs CLF
-34.5%
+168.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -12.2% | +1.9% | -6.8% |
| 7D | -5.6% | -21.0% | +15.3% | +1.0% |
| 30D | -23.2% | -8.0% | -15.2% | -21.6% |
| 3M | -15.8% | -10.9% | -4.9% | -13.6% |
| 6M | -28.5% | +5.8% | -34.4% | -30.9% |
| YTD | +25.5% | -15.1% | +40.6% | +26.7% |
| 1Y | +13.9% | +7.2% | +6.7% | +7.2% |
| All | +134.3% | -34.5% | +168.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling