+55.9%
MPWR vs CTAS
+23.7%
+32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +9.2% |
| 7D | +17.3% | -0.8% | +18.0% | +16.9% |
| 30D | +12.1% | +10.7% | +1.4% | +16.3% |
| 3M | +5.6% | +11.0% | -5.4% | +9.8% |
| 6M | -10.7% | +38.7% | -49.5% | -4.4% |
| YTD | +64.0% | +21.8% | +42.2% | +77.5% |
| 1Y | +55.9% | +23.6% | +32.4% | +69.3% |
| All | +55.9% | +23.7% | +32.3% | +69.3% |
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