+7,141.7%
MPWR vs CBOE
+1,045.3%
+6,096.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.6% | -3.6% | +1.0% | -1.7% |
| 30D | -9.0% | +5.1% | -14.1% | -10.4% |
| 3M | -25.8% | +4.6% | -30.4% | -27.1% |
| 6M | +11.8% | -0.3% | +12.0% | +10.2% |
| YTD | +35.5% | +19.8% | +15.8% | +26.0% |
| 1Y | +45.3% | +28.4% | +17.0% | +31.6% |
| 3Y | +138.5% | +104.1% | +34.3% | +73.4% |
| 5Y | +152.8% | +150.9% | +1.9% | +67.5% |
| 10Y | +1,616.6% | +393.5% | +1,223.1% | +750.4% |
| All | +7,141.7% | +1,045.3% | +6,096.4% | +2,155.0% |
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