-9.2%
MPWR vs CCI
+2.0%
-11.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -1.8% |
| 7D | +27.9% | -1.4% | +29.3% | +27.4% |
| 30D | +9.7% | +12.7% | -3.0% | +15.9% |
| 3M | +1.7% | +23.0% | -21.3% | +9.2% |
| 6M | -9.2% | +0.6% | -9.8% | -17.7% |
| All | -9.2% | +2.0% | -11.3% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling