+155.2%
MPWR vs CMS
+23.4%
+131.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.6% | +0.4% | -2.9% | -2.5% |
| 30D | -9.0% | -3.6% | -5.4% | -9.3% |
| 3M | -25.8% | -1.9% | -23.9% | -26.2% |
| 6M | +11.8% | -11.0% | +22.7% | +11.0% |
| YTD | +35.5% | +0.2% | +35.3% | +35.0% |
| 1Y | +45.3% | -1.3% | +46.6% | +44.7% |
| 3Y | +138.5% | +35.9% | +102.5% | +128.7% |
| All | +155.2% | +23.4% | +131.8% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling