+1,786.5%
MPWR vs COR
+534.3%
+1,252.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.7% | +12.9% | +15.6% |
| 7D | +11.6% | +2.3% | +9.2% | +11.0% |
| 30D | +0.1% | +6.8% | -6.6% | -1.6% |
| 3M | -0.8% | +8.1% | -8.9% | -3.2% |
| 6M | -13.0% | +33.0% | -46.0% | -20.8% |
| YTD | +53.9% | +3.0% | +50.9% | +50.5% |
| 1Y | +45.8% | -3.4% | +49.2% | +45.5% |
| 3Y | +194.3% | +80.1% | +114.1% | +123.9% |
| 5Y | +160.1% | +194.7% | -34.6% | +55.2% |
| 10Y | +1,786.5% | +512.3% | +1,274.2% | +748.9% |
| All | +1,786.5% | +534.3% | +1,252.2% | +748.9% |
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