+14,479.0%
MPWR vs CMI
+4,447.9%
+10,031.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.2% |
| 30D | -9.0% | -13.4% | +4.4% | -1.5% |
| 3M | -25.8% | -17.0% | -8.8% | -17.5% |
| 6M | +11.8% | -1.6% | +13.4% | +14.3% |
| YTD | +35.5% | +11.0% | +24.5% | +29.5% |
| 1Y | +45.3% | +41.9% | +3.4% | +21.6% |
| 3Y | +138.5% | +151.8% | -13.4% | +49.7% |
| 5Y | +152.8% | +163.6% | -10.8% | +56.0% |
| 10Y | +1,616.6% | +472.9% | +1,143.7% | +613.5% |
| All | +14,479.0% | +4,447.9% | +10,031.2% | +1,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling