+204.5%
MPWR vs CRBG
+117.3%
+87.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.6% | +3.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -13.4% | +2.6% | -16.0% | -14.7% |
| 3M | -22.2% | +24.0% | -46.2% | -31.0% |
| 6M | +15.7% | +50.5% | -34.9% | -8.6% |
| YTD | +36.7% | +17.1% | +19.5% | +23.0% |
| 1Y | +47.9% | +5.9% | +42.0% | +39.6% |
| 3Y | +159.7% | +122.7% | +37.0% | +75.3% |
| All | +204.5% | +117.3% | +87.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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