+176.6%
MPWR vs CPB
-33.9%
+210.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.2% | +8.6% |
| 7D | +17.3% | -4.1% | +21.3% | +16.2% |
| 30D | +12.1% | +16.9% | -4.8% | +16.8% |
| 3M | +5.6% | -0.6% | +6.2% | +6.7% |
| 6M | -10.7% | +11.4% | -22.1% | -7.5% |
| YTD | +64.0% | -14.8% | +78.8% | +64.0% |
| 1Y | +55.9% | -24.8% | +80.7% | +53.4% |
| 3Y | +199.5% | -36.6% | +236.1% | +186.1% |
| 5Y | +176.6% | -33.3% | +209.9% | +191.8% |
| All | +176.6% | -33.9% | +210.5% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling