+43.1%
MPWR vs CTAS
+22.8%
+20.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.4% | +16.2% | +16.7% |
| 7D | +11.6% | -0.7% | +12.3% | +11.4% |
| 30D | +0.1% | +10.3% | -10.1% | +3.7% |
| 3M | -0.8% | +10.2% | -11.0% | +2.8% |
| 6M | -13.0% | +34.4% | -47.4% | -7.1% |
| YTD | +53.9% | +19.6% | +34.3% | +65.6% |
| All | +43.1% | +22.8% | +20.3% | +54.3% |
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