+25.1%
MPWR vs CEG
-30.4%
+55.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +3.5% |
| 7D | -1.7% | -4.7% | +3.0% | +0.2% |
| 30D | -16.5% | -16.6% | +0.1% | -10.6% |
| 3M | -12.3% | -4.1% | -8.2% | -10.7% |
| 6M | -27.7% | -22.3% | -5.4% | -22.3% |
| YTD | +32.0% | -28.9% | +60.9% | +43.9% |
| 1Y | +25.1% | -28.5% | +53.5% | +35.6% |
| All | +25.1% | -30.4% | +55.5% | +35.6% |
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