+155.2%
MPWR vs CSGP
-64.7%
+219.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.8% |
| 7D | -2.6% | -4.1% | +1.5% | -1.1% |
| 30D | -9.0% | +2.3% | -11.4% | -10.8% |
| 3M | -25.8% | -8.2% | -17.7% | -25.3% |
| 6M | +11.8% | -35.1% | +46.8% | +32.8% |
| YTD | +35.5% | -54.0% | +89.5% | +92.2% |
| 1Y | +45.3% | -65.3% | +110.6% | +144.3% |
| 3Y | +138.5% | -62.6% | +201.0% | +267.3% |
| All | +155.2% | -64.7% | +219.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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