+1,786.5%
MPWR vs CTAS
+848.9%
+937.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.4% | +16.2% | +16.4% |
| 7D | +11.6% | -0.7% | +12.3% | +12.0% |
| 30D | +0.1% | +10.3% | -10.1% | -7.1% |
| 3M | -0.8% | +10.2% | -11.0% | -8.2% |
| 6M | -13.0% | +34.4% | -47.4% | -32.4% |
| YTD | +53.9% | +19.6% | +34.3% | +29.5% |
| 1Y | +45.8% | +21.8% | +24.0% | +20.8% |
| 3Y | +194.3% | +74.1% | +120.1% | +80.0% |
| 5Y | +160.1% | +114.0% | +46.1% | +37.9% |
| 10Y | +1,786.5% | +813.9% | +972.6% | +314.8% |
| All | +1,786.5% | +848.9% | +937.6% | +314.8% |
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