+155.6%
MPWR vs CMI
+165.6%
-9.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.9% |
| 30D | -12.8% | -12.3% | -0.6% | -2.0% |
| 3M | -21.3% | -16.8% | -4.5% | -7.5% |
| 6M | +13.7% | +1.5% | +12.2% | +13.4% |
| YTD | +33.3% | +9.8% | +23.5% | +22.7% |
| 1Y | +41.3% | +42.6% | -1.3% | +2.6% |
| 3Y | +145.8% | +151.0% | -5.2% | +8.5% |
| 5Y | +155.6% | +167.0% | -11.4% | -2.6% |
| All | +155.6% | +165.6% | -9.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling