+1,650.0%
MPWR vs CTAS
+658.8%
+991.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -13.1% | -1.0% | -12.1% | -12.6% |
| 3M | -21.7% | +15.8% | -37.5% | -31.3% |
| 6M | +19.5% | -1.0% | +20.5% | +16.8% |
| YTD | +34.9% | +7.4% | +27.5% | +23.4% |
| 1Y | +42.0% | -0.1% | +42.1% | +36.5% |
| 3Y | +148.8% | +66.3% | +82.5% | +57.8% |
| 5Y | +156.8% | +111.0% | +45.8% | +38.9% |
| 10Y | +1,650.0% | +662.9% | +987.1% | +317.5% |
| All | +1,650.0% | +658.8% | +991.2% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling