+17,540.7%
MPWR vs CRS
+1,481.2%
+16,059.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.4% | +7.9% |
| 7D | +17.3% | +4.4% | +12.9% | +15.9% |
| 30D | +12.1% | -19.1% | +31.2% | +21.5% |
| 3M | +5.6% | -43.2% | +48.9% | +31.2% |
| 6M | -10.7% | -28.9% | +18.2% | +1.5% |
| YTD | +64.0% | -3.0% | +66.9% | +63.8% |
| 1Y | +55.9% | -5.3% | +61.2% | +57.1% |
| 3Y | +199.5% | +363.5% | -164.1% | +61.2% |
| 5Y | +176.6% | +858.2% | -681.6% | +10.1% |
| 10Y | +1,921.6% | +862.9% | +1,058.7% | +578.8% |
| All | +17,540.7% | +1,481.2% | +16,059.5% | +4,105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling