+13,397.9%
MPWR vs CPRT
+2,239.8%
+11,158.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.9% | -10.0% |
| 7D | -5.6% | +9.9% | -15.5% | -11.3% |
| 30D | -23.2% | +21.1% | -44.3% | -32.5% |
| 3M | -15.8% | +12.3% | -28.1% | -23.8% |
| 6M | -28.5% | -2.0% | -26.5% | -31.5% |
| YTD | +25.5% | -17.0% | +42.5% | +32.1% |
| 1Y | +13.9% | -22.5% | +36.4% | +25.2% |
| 3Y | +134.6% | -29.3% | +163.8% | +171.5% |
| 5Y | +114.8% | -15.6% | +130.4% | +127.2% |
| 10Y | +1,499.3% | +411.6% | +1,087.7% | +542.2% |
| All | +13,397.9% | +2,239.8% | +11,158.0% | +2,516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling