+17,167.4%
MPWR vs COR
+3,640.1%
+13,527.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +27.9% | +2.9% | +25.1% | +26.7% |
| 30D | +9.7% | +5.8% | +3.9% | +7.5% |
| 3M | +1.7% | +11.4% | -9.7% | -2.5% |
| 6M | -9.2% | +34.5% | -43.7% | -20.0% |
| YTD | +60.5% | +4.1% | +56.4% | +54.2% |
| 1Y | +52.0% | -3.1% | +55.2% | +50.2% |
| 3Y | +193.1% | +80.9% | +112.3% | +113.1% |
| 5Y | +167.3% | +195.1% | -27.9% | +51.8% |
| 10Y | +1,878.8% | +492.7% | +1,386.1% | +661.6% |
| All | +17,167.4% | +3,640.1% | +13,527.3% | +2,945.9% |
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 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