+1,542.6%
MPWR vs CMS
+127.3%
+1,415.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -16.5% | +7.2% | -23.7% | -17.9% |
| 3M | -12.3% | -1.3% | -11.0% | -12.2% |
| 6M | -27.7% | -4.3% | -23.4% | -27.6% |
| YTD | +32.0% | +2.1% | +29.9% | +30.0% |
| 1Y | +25.1% | -0.6% | +25.7% | +23.9% |
| 3Y | +146.5% | +38.0% | +108.4% | +115.0% |
| 5Y | +126.0% | +33.6% | +92.4% | +94.6% |
| All | +1,542.6% | +127.3% | +1,415.4% | +1,228.8% |
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