+125.2%
MPWR vs CMS
+32.6%
+92.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +4.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.9% |
| 30D | -16.5% | +6.3% | -22.8% | -15.9% |
| 3M | -12.3% | -2.1% | -10.2% | -12.3% |
| 6M | -27.7% | -5.1% | -22.6% | -28.0% |
| YTD | +32.0% | +1.3% | +30.7% | +31.8% |
| 1Y | +25.1% | -1.4% | +26.5% | +24.8% |
| 3Y | +146.5% | +36.9% | +109.6% | +136.7% |
| All | +125.2% | +32.6% | +92.6% | +121.1% |
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