+1,650.0%
MPWR vs CME
+282.5%
+1,367.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.3% |
| 30D | -13.1% | +5.5% | -18.6% | -14.7% |
| 3M | -21.7% | +11.0% | -32.7% | -24.8% |
| 6M | +19.5% | -9.7% | +29.2% | +22.5% |
| YTD | +34.9% | +4.9% | +30.1% | +30.3% |
| 1Y | +42.0% | +10.1% | +31.9% | +33.9% |
| 3Y | +148.8% | +53.5% | +95.3% | +94.1% |
| 5Y | +156.8% | +77.2% | +79.6% | +84.3% |
| 10Y | +1,650.0% | +282.1% | +1,367.9% | +911.1% |
| All | +1,650.0% | +282.5% | +1,367.5% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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