+180.2%
MPWR vs CELH
-43.7%
+223.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.2% |
| 7D | +16.8% | +0.8% | +16.0% | +16.7% |
| 30D | +11.9% | +19.3% | -7.5% | +9.0% |
| 3M | +2.2% | +12.6% | -10.4% | +0.1% |
| 6M | -15.5% | +16.4% | -31.9% | -18.9% |
| YTD | +54.2% | -29.1% | +83.3% | +60.5% |
| 1Y | +51.5% | -26.3% | +77.8% | +56.3% |
| 3Y | +180.2% | -40.1% | +220.3% | +185.2% |
| All | +180.2% | -43.7% | +223.9% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling