+1,788.2%
MPWR vs CELH
+4,466.2%
-2,678.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.3% |
| 7D | +16.8% | +0.8% | +16.0% | +16.7% |
| 30D | +11.9% | +19.3% | -7.5% | +7.9% |
| 3M | +2.2% | +12.6% | -10.4% | -0.7% |
| 6M | -15.5% | +16.4% | -31.9% | -20.0% |
| YTD | +54.2% | -29.1% | +83.3% | +60.6% |
| 1Y | +51.5% | -26.3% | +77.8% | +56.1% |
| 3Y | +180.2% | -40.1% | +220.3% | +180.8% |
| 5Y | +156.8% | +16.7% | +140.1% | +106.6% |
| All | +1,788.2% | +4,466.2% | -2,678.0% | +723.7% |
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