+1,791.8%
MPWR vs CTAS
+820.8%
+971.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +2.2% | +0.7% | +1.5% | +1.6% |
| 30D | -2.1% | +11.3% | -13.4% | -9.7% |
| 3M | -1.6% | +11.4% | -13.0% | -9.6% |
| 6M | -14.9% | +35.6% | -50.6% | -34.4% |
| YTD | +50.5% | +20.7% | +29.8% | +25.9% |
| 1Y | +40.0% | +22.8% | +17.2% | +15.3% |
| 3Y | +175.0% | +73.4% | +101.5% | +68.8% |
| 5Y | +162.0% | +117.6% | +44.4% | +37.2% |
| 10Y | +1,791.8% | +818.4% | +973.4% | +313.4% |
| All | +1,791.8% | +820.8% | +971.0% | +313.4% |
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 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