+42.0%
MPWR vs CME
+10.5%
+31.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -1.0% |
| 7D | -0.6% | -2.9% | +2.3% | -2.0% |
| 30D | -13.1% | +5.5% | -18.6% | -10.5% |
| 3M | -21.7% | +11.0% | -32.7% | -17.0% |
| 6M | +19.5% | -9.7% | +29.2% | +14.6% |
| YTD | +34.9% | +4.9% | +30.1% | +38.5% |
| 1Y | +42.0% | +10.1% | +31.9% | +57.5% |
| All | +42.0% | +10.5% | +31.5% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling