+7,944.9%
MPWR vs CBOE
+1,300.3%
+6,644.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -3.1% |
| 7D | +2.2% | +6.0% | -3.8% | +0.6% |
| 30D | -2.1% | +19.9% | -22.0% | -7.0% |
| 3M | -1.6% | +28.4% | -29.9% | -8.7% |
| 6M | -14.9% | +5.2% | -20.1% | -17.2% |
| YTD | +50.5% | +46.4% | +4.1% | +31.9% |
| 1Y | +40.0% | +41.8% | -1.8% | +23.7% |
| 3Y | +175.0% | +114.4% | +60.5% | +100.8% |
| 5Y | +162.0% | +202.9% | -40.9% | +64.4% |
| 10Y | +1,791.8% | +511.3% | +1,280.5% | +779.9% |
| All | +7,944.9% | +1,300.3% | +6,644.6% | +2,258.9% |
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 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