+14,101.9%
MPWR vs CTAS
+2,522.3%
+11,579.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +6.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.6% |
| 30D | -16.5% | +12.8% | -29.3% | -23.8% |
| 3M | -12.3% | +10.3% | -22.6% | -18.9% |
| 6M | -27.7% | +32.0% | -59.7% | -42.9% |
| YTD | +32.0% | +19.1% | +12.9% | +11.6% |
| 1Y | +25.1% | +21.5% | +3.6% | +4.1% |
| 3Y | +146.5% | +76.0% | +70.4% | +53.9% |
| 5Y | +126.0% | +110.9% | +15.2% | +26.9% |
| 10Y | +1,582.7% | +849.8% | +732.9% | +222.6% |
| All | +14,101.9% | +2,522.3% | +11,579.6% | +1,036.4% |
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