+17,540.7%
MPWR vs CCI
+811.2%
+16,729.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.3% | +9.2% | +9.1% |
| 7D | +17.3% | -3.4% | +20.6% | +18.9% |
| 30D | +12.1% | +9.9% | +2.2% | +6.6% |
| 3M | +5.6% | +22.7% | -17.1% | -5.1% |
| 6M | -10.7% | +0.8% | -11.5% | -14.3% |
| YTD | +64.0% | +4.1% | +59.8% | +52.8% |
| 1Y | +55.9% | -0.6% | +56.5% | +48.5% |
| 3Y | +199.5% | +9.4% | +190.0% | +156.3% |
| 5Y | +176.6% | -36.8% | +213.4% | +210.8% |
| 10Y | +1,921.6% | +65.4% | +1,856.2% | +1,284.2% |
| All | +17,540.7% | +811.2% | +16,729.5% | +6,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling