+156.2%
MPWR vs CTAS
+115.9%
+40.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | +16.8% | +2.0% | +14.8% | +15.3% |
| 30D | +11.9% | +8.7% | +3.2% | +4.9% |
| 3M | +2.2% | +13.3% | -11.1% | -7.5% |
| 6M | -15.5% | +39.4% | -54.9% | -37.7% |
| YTD | +54.2% | +21.5% | +32.7% | +27.1% |
| 1Y | +51.5% | +21.9% | +29.6% | +24.2% |
| 3Y | +180.2% | +73.6% | +106.6% | +43.1% |
| All | +156.2% | +115.9% | +40.4% | -10.4% |
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 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