+1,865.4%
MPWR vs CTSH
+35.4%
+1,830.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.5% |
| 7D | +27.9% | -4.2% | +32.1% | +30.7% |
| 30D | +9.7% | +3.9% | +5.7% | +5.1% |
| 3M | +1.7% | +10.2% | -8.5% | -8.2% |
| 6M | -9.2% | +35.3% | -44.5% | -33.2% |
| YTD | +60.5% | -21.8% | +82.3% | +73.7% |
| 1Y | +52.0% | -12.1% | +64.2% | +49.0% |
| 3Y | +193.1% | +2.0% | +191.1% | +152.1% |
| 5Y | +167.3% | -15.3% | +182.5% | +167.8% |
| All | +1,865.4% | +35.4% | +1,830.0% | +1,374.7% |
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