+153.2%
MPWR vs CBOE
+96.4%
+56.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.5% |
| 30D | -12.8% | +2.7% | -15.5% | -12.0% |
| 3M | -21.3% | +0.7% | -22.0% | -21.0% |
| 6M | +13.7% | -2.0% | +15.7% | +15.1% |
| YTD | +33.3% | +17.1% | +16.1% | +50.3% |
| 1Y | +41.3% | +26.5% | +14.8% | +67.7% |
| All | +153.2% | +96.4% | +56.8% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling