+40.0%
MPWR vs CEG
-26.7%
+66.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -0.8% |
| 7D | +2.2% | +1.7% | +0.6% | +1.5% |
| 30D | -2.1% | -10.2% | +8.1% | +1.8% |
| 3M | -1.6% | -0.8% | -0.7% | -1.3% |
| 6M | -14.9% | -11.5% | -3.4% | -12.5% |
| YTD | +50.5% | -23.9% | +74.4% | +59.7% |
| 1Y | +40.0% | -25.4% | +65.4% | +49.6% |
| All | +40.0% | -26.7% | +66.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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