+146.5%
MPWR vs COR
+74.4%
+72.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +4.8% |
| 7D | -1.7% | +0.8% | -2.6% | -1.4% |
| 30D | -16.5% | +5.1% | -21.7% | -15.3% |
| 3M | -12.3% | +2.8% | -15.1% | -11.4% |
| 6M | -27.7% | +32.5% | -60.3% | -22.3% |
| YTD | +32.0% | -0.7% | +32.7% | +36.0% |
| 1Y | +25.1% | -6.7% | +31.8% | +26.1% |
| 3Y | +146.5% | +73.7% | +72.8% | +256.6% |
| All | +146.5% | +74.4% | +72.1% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling