+1,632.0%
MPWR vs CTSH
+21.9%
+1,610.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +3.0% |
| 7D | -2.6% | -2.7% | +0.1% | -1.0% |
| 30D | -9.0% | +12.4% | -21.4% | -15.9% |
| 3M | -25.8% | +17.4% | -43.2% | -35.8% |
| 6M | +11.8% | -3.1% | +14.8% | +7.6% |
| YTD | +35.5% | -23.6% | +59.1% | +53.2% |
| 1Y | +45.3% | -10.8% | +56.1% | +44.3% |
| 3Y | +138.5% | -8.3% | +146.7% | +132.0% |
| 5Y | +152.8% | -11.3% | +164.1% | +152.8% |
| All | +1,632.0% | +21.9% | +1,610.1% | +1,340.3% |
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