+136.7%
MPWR vs CEG
+186.0%
-49.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | -0.9% |
| 7D | -2.6% | +8.0% | -10.6% | -5.4% |
| 30D | -9.0% | +12.9% | -22.0% | -13.0% |
| 3M | -25.8% | +13.2% | -39.0% | -29.2% |
| 6M | +11.8% | -7.0% | +18.7% | +13.3% |
| YTD | +35.5% | -15.0% | +50.5% | +40.7% |
| 1Y | +45.3% | -2.7% | +48.0% | +43.0% |
| All | +136.7% | +186.0% | -49.3% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling