+8,662.5%
MPWR vs CBOE
+1,317.1%
+7,345.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.6% |
| 7D | +17.3% | +6.9% | +10.3% | +15.2% |
| 30D | +12.1% | +24.1% | -12.1% | +5.5% |
| 3M | +5.6% | +30.9% | -25.3% | -2.5% |
| 6M | -10.7% | +5.9% | -16.6% | -13.2% |
| YTD | +64.0% | +48.2% | +15.8% | +43.2% |
| 1Y | +55.9% | +43.5% | +12.5% | +37.4% |
| 3Y | +199.5% | +117.0% | +82.5% | +118.1% |
| 5Y | +176.6% | +203.4% | -26.8% | +73.8% |
| 10Y | +1,921.6% | +515.9% | +1,405.7% | +839.1% |
| All | +8,662.5% | +1,317.1% | +7,345.4% | +2,462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling