+155.2%
MPWR vs CTAS
+113.1%
+42.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -1.8% | -0.8% | -1.3% |
| 30D | -9.0% | -0.2% | -8.8% | -9.1% |
| 3M | -25.8% | +11.7% | -37.5% | -33.9% |
| 6M | +11.8% | +0.7% | +11.0% | +8.2% |
| YTD | +35.5% | +7.4% | +28.1% | +23.0% |
| 1Y | +45.3% | -2.1% | +47.4% | +43.0% |
| 3Y | +138.5% | +62.9% | +75.5% | +26.8% |
| All | +155.2% | +113.1% | +42.1% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling