+52.0%
MPWR vs CBOE
+42.5%
+9.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +27.9% | +4.5% | +23.4% | +28.8% |
| 30D | +9.7% | +26.2% | -16.5% | +13.0% |
| 3M | +1.7% | +27.1% | -25.4% | +5.2% |
| 6M | -9.2% | +4.2% | -13.4% | -9.7% |
| YTD | +60.5% | +48.0% | +12.4% | +93.4% |
| 1Y | +52.0% | +42.4% | +9.6% | +78.8% |
| All | +52.0% | +42.5% | +9.5% | +78.8% |
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