+71.9%
MPWR vs CHYM
-21.5%
+93.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.6% | +1.7% | -4.3% | -2.8% |
| 30D | -9.0% | +30.2% | -39.3% | -12.1% |
| 3M | -25.8% | +85.9% | -111.7% | -31.9% |
| 6M | +11.8% | +49.9% | -38.2% | +4.3% |
| YTD | +35.5% | +34.1% | +1.4% | +27.2% |
| 1Y | +45.3% | +37.0% | +8.3% | +33.7% |
| All | +71.9% | -21.5% | +93.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 all: compounded portfolio wealth divided by compounded CHYM 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…
all analysis · Full analysis span regression · 6 months rolling