+156.2%
MPWR vs CLF
-42.8%
+199.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.9% |
| 7D | +16.8% | +10.4% | +6.4% | +13.4% |
| 30D | +11.9% | +0.6% | +11.3% | +11.5% |
| 3M | +2.2% | +4.1% | -1.9% | +0.2% |
| 6M | -15.5% | +15.1% | -30.6% | -21.0% |
| YTD | +54.2% | -4.7% | +58.9% | +50.1% |
| 1Y | +51.5% | +20.4% | +31.1% | +36.2% |
| 3Y | +180.2% | -23.4% | +203.6% | +162.8% |
| All | +156.2% | -42.8% | +199.0% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling