+1,632.0%
MPWR vs COR
+405.8%
+1,226.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -2.6% | +2.8% | -5.3% | -3.3% |
| 30D | -9.0% | +4.5% | -13.6% | -10.3% |
| 3M | -25.8% | +22.7% | -48.5% | -30.6% |
| 6M | +11.8% | -9.7% | +21.5% | +14.1% |
| YTD | +35.5% | -1.4% | +36.9% | +34.2% |
| 1Y | +45.3% | +13.9% | +31.4% | +36.6% |
| 3Y | +138.5% | +94.0% | +44.5% | +76.7% |
| 5Y | +152.8% | +184.0% | -31.3% | +55.9% |
| All | +1,632.0% | +405.8% | +1,226.2% | +776.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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