+14,479.0%
MPWR vs CTAS
+2,264.1%
+12,214.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -1.8% | -0.8% | -1.4% |
| 30D | -9.0% | -0.2% | -8.8% | -9.1% |
| 3M | -25.8% | +11.7% | -37.5% | -33.1% |
| 6M | +11.8% | +0.7% | +11.0% | +7.7% |
| YTD | +35.5% | +7.4% | +28.1% | +24.2% |
| 1Y | +45.3% | -2.1% | +47.4% | +41.6% |
| 3Y | +138.5% | +62.9% | +75.5% | +58.4% |
| 5Y | +152.8% | +111.9% | +40.9% | +42.6% |
| 10Y | +1,616.6% | +652.2% | +964.4% | +289.2% |
| All | +14,479.0% | +2,264.1% | +12,214.9% | +1,164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling