+136.7%
MPWR vs CRL
+38.0%
+98.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -2.6% | -1.0% | -1.5% | -2.2% |
| 30D | -9.0% | +10.7% | -19.7% | -12.7% |
| 3M | -25.8% | +55.3% | -81.1% | -38.5% |
| 6M | +11.8% | +60.7% | -48.9% | -10.3% |
| YTD | +35.5% | +44.6% | -9.1% | +13.0% |
| 1Y | +45.3% | +77.7% | -32.4% | +8.5% |
| All | +136.7% | +38.0% | +98.7% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling