+32.5%
MPWR vs CMS
+1.4%
+31.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -4.2% |
| 7D | +4.1% | +4.1% | +0.1% | +6.7% |
| 30D | -14.8% | +10.9% | -25.6% | -9.7% |
| 3M | -5.4% | -0.2% | -5.2% | -4.6% |
| 6M | -19.6% | -4.7% | -14.9% | -19.8% |
| YTD | +39.8% | +3.9% | +35.9% | +39.6% |
| 1Y | +32.5% | +0.4% | +32.2% | +31.7% |
| All | +32.5% | +1.4% | +31.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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