+39.7%
MPWR vs CBOE
+24.1%
+15.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.6% |
| 7D | -2.3% | -3.7% | +1.4% | -2.7% |
| 30D | -15.4% | +2.0% | -17.4% | -15.1% |
| 3M | -19.4% | -4.2% | -15.1% | -20.0% |
| 6M | +12.7% | +1.2% | +11.6% | +20.8% |
| YTD | +31.3% | +15.4% | +15.9% | +58.3% |
| 1Y | +39.7% | +23.5% | +16.2% | +83.4% |
| All | +39.7% | +24.1% | +15.6% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling