+40.0%
MPWR vs CPNG
-44.6%
+84.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +2.2% | +7.2% | -5.0% | +1.4% |
| 30D | -2.1% | +3.2% | -5.3% | -2.4% |
| 3M | -1.6% | +0.9% | -2.4% | -1.8% |
| 6M | -14.9% | -3.8% | -11.1% | -15.6% |
| YTD | +50.5% | -30.8% | +81.3% | +54.3% |
| 1Y | +40.0% | -43.5% | +83.5% | +56.5% |
| All | +40.0% | -44.6% | +84.6% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling