+1,791.8%
MPWR vs CRL
+353.6%
+1,438.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.0% |
| 7D | +2.2% | -1.7% | +3.9% | +3.6% |
| 30D | -2.1% | +14.6% | -16.7% | -9.5% |
| 3M | -1.6% | +24.8% | -26.4% | -13.6% |
| 6M | -14.9% | +94.7% | -109.6% | -43.6% |
| YTD | +50.5% | +73.4% | -22.8% | +3.9% |
| 1Y | +40.0% | +104.7% | -64.7% | -13.1% |
| 3Y | +175.0% | +101.1% | +73.9% | +54.9% |
| 5Y | +162.0% | -10.8% | +172.7% | +149.5% |
| 10Y | +1,791.8% | +358.8% | +1,433.0% | +558.3% |
| All | +1,791.8% | +353.6% | +1,438.2% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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