+125.2%
MPWR vs CPB
-31.3%
+156.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +4.9% |
| 7D | -1.7% | +8.0% | -9.7% | +0.2% |
| 30D | -16.5% | +22.4% | -38.9% | -12.1% |
| 3M | -12.3% | +2.5% | -14.8% | -10.7% |
| 6M | -27.7% | +12.2% | -40.0% | -24.9% |
| YTD | +32.0% | -12.8% | +44.8% | +32.8% |
| 1Y | +25.1% | -19.2% | +44.3% | +24.6% |
| 3Y | +146.5% | -35.6% | +182.0% | +136.5% |
| All | +125.2% | -31.3% | +156.5% | +140.4% |
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