+47.9%
MPWR vs CMI
+39.5%
+8.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.5% |
| 30D | -13.4% | -12.4% | -1.0% | -2.6% |
| 3M | -22.2% | -14.8% | -7.4% | -10.5% |
| 6M | +15.7% | +0.8% | +14.9% | +17.8% |
| YTD | +36.7% | +10.2% | +26.5% | +28.1% |
| 1Y | +47.9% | +37.4% | +10.5% | +20.9% |
| All | +47.9% | +39.5% | +8.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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