+784.6%
CVX vs MPWR
+15,734.2%
-14,949.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +3.3% | -2.6% | +5.9% | +3.8% |
| 30D | +12.9% | -9.0% | +21.9% | +14.5% |
| 3M | +11.7% | -25.8% | +37.5% | +16.2% |
| 6M | +14.1% | +11.8% | +2.4% | +9.1% |
| YTD | +40.7% | +35.5% | +5.2% | +29.1% |
| 1Y | +37.5% | +45.3% | -7.8% | +23.6% |
| 3Y | +43.9% | +138.5% | -94.5% | +10.3% |
| 5Y | +161.5% | +152.8% | +8.7% | +86.0% |
| 10Y | +215.1% | +1,616.6% | -1,401.5% | +42.3% |
| All | +784.6% | +15,734.2% | -14,949.6% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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