+45.3%
MPWR vs CTAS
-1.7%
+47.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -2.6% | -1.8% | -0.8% | -3.1% |
| 30D | -9.0% | -0.2% | -8.8% | -9.0% |
| 3M | -25.8% | +11.7% | -37.5% | -23.7% |
| 6M | +11.8% | +0.7% | +11.0% | +14.6% |
| YTD | +35.5% | +7.4% | +28.1% | +39.6% |
| 1Y | +45.3% | -2.1% | +47.4% | +46.4% |
| All | +45.3% | -1.7% | +47.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling