+136.7%
MPWR vs CPB
-40.0%
+176.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.1% |
| 7D | -2.6% | -8.6% | +6.0% | -4.5% |
| 30D | -9.0% | -7.2% | -1.8% | -10.4% |
| 3M | -25.8% | +0.9% | -26.7% | -25.4% |
| 6M | +11.8% | -11.8% | +23.6% | +10.7% |
| YTD | +35.5% | -19.4% | +54.9% | +33.0% |
| 1Y | +45.3% | -30.4% | +75.7% | +40.7% |
| All | +136.7% | -40.0% | +176.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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