+146.5%
MPWR vs CTAS
+75.4%
+71.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.7% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -16.5% | +12.8% | -29.3% | -19.9% |
| 3M | -12.3% | +10.3% | -22.6% | -15.3% |
| 6M | -27.7% | +32.0% | -59.7% | -36.8% |
| YTD | +32.0% | +19.1% | +12.9% | +21.7% |
| 1Y | +25.1% | +21.5% | +3.6% | +13.8% |
| 3Y | +146.5% | +76.0% | +70.4% | +69.5% |
| All | +146.5% | +75.4% | +71.1% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling