+155.2%
MPWR vs COR
+184.0%
-28.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.7% |
| 7D | -2.6% | +2.8% | -5.3% | -2.4% |
| 30D | -9.0% | +4.5% | -13.6% | -8.7% |
| 3M | -25.8% | +22.7% | -48.5% | -24.9% |
| 6M | +11.8% | -9.7% | +21.5% | +13.4% |
| YTD | +35.5% | -1.4% | +36.9% | +37.7% |
| 1Y | +45.3% | +13.9% | +31.4% | +48.4% |
| 3Y | +138.5% | +94.0% | +44.5% | +122.9% |
| All | +155.2% | +184.0% | -28.8% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling