+14,479.0%
MPWR vs CSGP
+642.1%
+13,836.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.0% |
| 7D | -2.6% | -4.1% | +1.5% | -0.7% |
| 30D | -9.0% | +2.3% | -11.4% | -11.2% |
| 3M | -25.8% | -8.2% | -17.7% | -25.9% |
| 6M | +11.8% | -35.1% | +46.8% | +30.8% |
| YTD | +35.5% | -54.0% | +89.5% | +85.5% |
| 1Y | +45.3% | -65.3% | +110.6% | +129.1% |
| 3Y | +138.5% | -62.6% | +201.0% | +254.7% |
| 5Y | +152.8% | -64.8% | +217.6% | +282.9% |
| 10Y | +1,616.6% | +45.1% | +1,571.5% | +1,200.4% |
| All | +14,479.0% | +642.1% | +13,836.9% | +4,304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling