+14,101.9%
MPWR vs COR
+3,470.8%
+10,631.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.9% |
| 7D | -1.7% | +0.8% | -2.6% | -2.0% |
| 30D | -16.5% | +5.1% | -21.7% | -18.2% |
| 3M | -12.3% | +2.8% | -15.1% | -13.6% |
| 6M | -27.7% | +32.5% | -60.3% | -36.2% |
| YTD | +32.0% | -0.7% | +32.7% | +28.9% |
| 1Y | +25.1% | -6.7% | +31.8% | +25.1% |
| 3Y | +146.5% | +73.7% | +72.8% | +81.6% |
| 5Y | +126.0% | +177.9% | -51.8% | +31.2% |
| 10Y | +1,582.7% | +533.8% | +1,049.0% | +520.6% |
| All | +14,101.9% | +3,470.8% | +10,631.1% | +2,444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling