-10.7%
MPWR vs CMI
-31.7%
+21.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.0% | +6.9% | +6.7% |
| 7D | +17.3% | -1.8% | +19.1% | +20.2% |
| 30D | +12.1% | -12.2% | +24.3% | +28.1% |
| 3M | +5.6% | -26.5% | +32.2% | +44.3% |
| 6M | -10.7% | -33.6% | +22.9% | +35.6% |
| All | -10.7% | -31.7% | +21.0% | +35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling