+14,479.0%
MPWR vs CRS
+2,364.1%
+12,114.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | -9.0% | -16.6% | +7.6% | -2.5% |
| 3M | -25.8% | -3.5% | -22.4% | -24.9% |
| 6M | +11.8% | +15.4% | -3.7% | +5.4% |
| YTD | +35.5% | +51.2% | -15.7% | +14.2% |
| 1Y | +45.3% | +98.3% | -53.0% | +9.3% |
| 3Y | +138.5% | +651.5% | -513.1% | +6.4% |
| 5Y | +152.8% | +1,411.1% | -1,258.4% | -15.8% |
| 10Y | +1,616.6% | +1,424.3% | +192.2% | +377.6% |
| All | +14,479.0% | +2,364.1% | +12,114.9% | +2,832.8% |
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