-15.8%
MPWR vs CPRT
+9.3%
-25.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.9% | -10.4% |
| 7D | -5.6% | +9.9% | -15.5% | -3.3% |
| 30D | -23.2% | +21.1% | -44.3% | -19.3% |
| 3M | -15.8% | +12.3% | -28.1% | -14.1% |
| All | -15.8% | +9.3% | -25.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 3mo: compounded portfolio wealth divided by compounded CPRT 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…
3mo analysis · Full analysis span regression · Available span rolling