+1,788.2%
MPWR vs CMS
+140.2%
+1,648.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.3% |
| 7D | +16.8% | +1.7% | +15.1% | +16.4% |
| 30D | +11.9% | +6.2% | +5.7% | +10.3% |
| 3M | +2.2% | +0.6% | +1.6% | +1.9% |
| 6M | -15.5% | -1.8% | -13.7% | -15.8% |
| YTD | +54.2% | +3.8% | +50.3% | +51.3% |
| 1Y | +51.5% | -1.8% | +53.2% | +50.7% |
| 3Y | +180.2% | +39.8% | +140.4% | +143.8% |
| 5Y | +156.8% | +37.1% | +119.7% | +119.4% |
| All | +1,788.2% | +140.2% | +1,648.0% | +1,393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling