+134.3%
MPWR vs CMS
+38.3%
+96.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.9% | -10.5% |
| 7D | -5.6% | +1.7% | -7.3% | -4.9% |
| 30D | -23.2% | +8.6% | -31.8% | -20.2% |
| 3M | -15.8% | -0.5% | -15.3% | -15.5% |
| 6M | -28.5% | -4.2% | -24.4% | -29.0% |
| YTD | +25.5% | +3.4% | +22.0% | +28.1% |
| 1Y | +13.9% | +0.4% | +13.4% | +15.2% |
| All | +134.3% | +38.3% | +96.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling