+271.0%
MPWR vs CPNG
-76.8%
+347.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.3% | -7.6% | +6.3% | +1.1% |
| 30D | -12.8% | -8.8% | -4.0% | -10.6% |
| 3M | -21.3% | -7.2% | -14.1% | -20.5% |
| 6M | +13.7% | -21.5% | +35.3% | +19.5% |
| YTD | +33.3% | -37.4% | +70.7% | +49.5% |
| 1Y | +41.3% | -54.3% | +95.6% | +75.2% |
| 3Y | +145.8% | -20.3% | +166.1% | +148.9% |
| 5Y | +155.6% | -51.2% | +206.8% | +157.7% |
| All | +271.0% | -76.8% | +347.8% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling