+1,542.6%
MPWR vs CTSH
+37.6%
+1,505.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +8.0% | +6.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.8% |
| 30D | -16.5% | +13.4% | -29.9% | -24.1% |
| 3M | -12.3% | +14.4% | -26.7% | -22.5% |
| 6M | -27.7% | +27.7% | -55.5% | -44.3% |
| YTD | +32.0% | -20.6% | +52.6% | +41.9% |
| 1Y | +25.1% | -9.1% | +34.2% | +19.9% |
| 3Y | +146.5% | +3.1% | +143.4% | +111.8% |
| 5Y | +126.0% | -11.8% | +137.8% | +120.7% |
| All | +1,542.6% | +37.6% | +1,505.0% | +1,146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling