+167.3%
MPWR vs CRL
-13.0%
+180.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +27.9% | +8.9% | +19.0% | +23.2% |
| 30D | +9.7% | +14.0% | -4.3% | +3.0% |
| 3M | +1.7% | +19.8% | -18.1% | -6.9% |
| 6M | -9.2% | +102.0% | -111.3% | -36.4% |
| YTD | +60.5% | +70.8% | -10.4% | +19.3% |
| 1Y | +52.0% | +98.7% | -46.7% | +4.0% |
| 3Y | +193.1% | +98.2% | +95.0% | +82.6% |
| 5Y | +167.3% | -11.7% | +179.0% | +168.8% |
| All | +167.3% | -13.0% | +180.3% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling