+25.1%
MPWR vs CCI
+4.0%
+21.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +4.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | -16.5% | +28.4% | -44.9% | -11.4% |
| 3M | -12.3% | +20.0% | -32.3% | -8.8% |
| 6M | -27.7% | +0.8% | -28.5% | -26.9% |
| YTD | +32.0% | +3.6% | +28.4% | +33.0% |
| 1Y | +25.1% | +6.1% | +19.0% | +25.3% |
| All | +25.1% | +4.0% | +21.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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