+16,096.1%
MPWR vs CCI
+814.1%
+15,282.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | +2.2% | +3.2% | -1.0% | +0.5% |
| 30D | -2.1% | +12.2% | -14.3% | -7.8% |
| 3M | -1.6% | +23.1% | -24.7% | -11.7% |
| 6M | -14.9% | +1.3% | -16.2% | -18.5% |
| YTD | +50.5% | +4.5% | +46.1% | +40.1% |
| 1Y | +40.0% | +2.3% | +37.7% | +31.5% |
| 3Y | +175.0% | +9.8% | +165.2% | +135.0% |
| 5Y | +162.0% | -36.5% | +198.5% | +193.7% |
| 10Y | +1,791.8% | +64.7% | +1,727.2% | +1,198.6% |
| All | +16,096.1% | +814.1% | +15,282.0% | +5,754.5% |
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