+1,677.2%
MPWR vs CELH
+3,788.6%
-2,111.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.6% |
| 7D | +0.9% | -11.2% | +12.1% | +3.3% |
| 30D | -13.4% | -1.4% | -11.9% | -13.5% |
| 3M | -22.2% | -4.2% | -18.1% | -23.0% |
| 6M | +15.7% | -40.5% | +56.1% | +25.7% |
| YTD | +36.7% | -40.5% | +77.2% | +47.7% |
| 1Y | +47.9% | -53.0% | +100.9% | +66.3% |
| 3Y | +159.7% | -59.1% | +218.7% | +181.3% |
| 5Y | +159.1% | -10.7% | +169.8% | +119.0% |
| All | +1,677.2% | +3,788.6% | -2,111.4% | +709.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling