+156.8%
MPWR vs CRS
+1,394.1%
-1,237.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | -13.1% | -19.6% | +6.6% | -3.6% |
| 3M | -21.7% | -8.1% | -13.6% | -18.8% |
| 6M | +19.5% | +18.6% | +0.9% | +9.5% |
| YTD | +34.9% | +45.9% | -10.9% | +10.9% |
| 1Y | +42.0% | +82.5% | -40.5% | +3.3% |
| 3Y | +148.8% | +648.9% | -500.1% | -7.4% |
| 5Y | +156.8% | +1,438.1% | -1,281.3% | -33.1% |
| All | +156.8% | +1,394.1% | -1,237.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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