+125.2%
MPWR vs CRL
-10.4%
+135.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.8% | -2.6% | +1.6% |
| 7D | -1.7% | -6.1% | +4.3% | +1.1% |
| 30D | -16.5% | +12.4% | -28.9% | -21.2% |
| 3M | -12.3% | +27.1% | -39.4% | -22.1% |
| 6M | -27.7% | +85.7% | -113.5% | -47.5% |
| YTD | +32.0% | +69.2% | -37.2% | -1.6% |
| 1Y | +25.1% | +97.5% | -72.4% | -14.4% |
| 3Y | +146.5% | +86.1% | +60.4% | +59.0% |
| All | +125.2% | -10.4% | +135.6% | +118.8% |
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