+160.1%
MPWR vs CMS
+36.1%
+124.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.5% | +16.1% | +16.7% |
| 7D | +11.6% | -0.9% | +12.5% | +11.5% |
| 30D | +0.1% | +7.1% | -6.9% | +0.9% |
| 3M | -0.8% | -1.3% | +0.5% | -0.7% |
| 6M | -13.0% | -2.7% | -10.4% | -13.2% |
| YTD | +53.9% | +2.6% | +51.3% | +53.9% |
| 1Y | +45.8% | -2.0% | +47.8% | +45.7% |
| 3Y | +194.3% | +39.6% | +154.6% | +182.7% |
| 5Y | +160.1% | +35.3% | +124.8% | +156.3% |
| All | +160.1% | +36.1% | +124.0% | +156.3% |
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