+155.2%
MPWR vs CCI
-51.4%
+206.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -9.0% | +2.7% | -11.7% | -9.5% |
| 3M | -25.8% | -18.2% | -7.6% | -23.2% |
| 6M | +11.8% | -14.8% | +26.5% | +14.2% |
| YTD | +35.5% | -12.6% | +48.1% | +36.9% |
| 1Y | +45.3% | -16.7% | +62.1% | +48.6% |
| 3Y | +138.5% | -10.5% | +149.0% | +121.8% |
| All | +155.2% | -51.4% | +206.6% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling