+198.0%
MPWR vs CME
+64.8%
+133.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +10.1% |
| 7D | +17.3% | +2.5% | +14.8% | +18.8% |
| 30D | +12.1% | +13.9% | -1.8% | +20.9% |
| 3M | +5.6% | +22.4% | -16.8% | +18.6% |
| 6M | -10.7% | +12.9% | -23.6% | -3.1% |
| YTD | +64.0% | +19.6% | +44.4% | +84.1% |
| 1Y | +55.9% | +17.7% | +38.2% | +73.8% |
| All | +198.0% | +64.8% | +133.1% | +289.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling