+167.3%
MPWR vs CME
+75.0%
+92.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +27.9% | +2.7% | +25.2% | +28.2% |
| 30D | +9.7% | +13.5% | -3.8% | +10.6% |
| 3M | +1.7% | +20.9% | -19.2% | +2.7% |
| 6M | -9.2% | +11.5% | -20.7% | -7.9% |
| YTD | +60.5% | +19.5% | +41.0% | +61.0% |
| 1Y | +52.0% | +17.2% | +34.8% | +52.8% |
| 3Y | +193.1% | +65.1% | +128.0% | +160.8% |
| 5Y | +167.3% | +73.1% | +94.2% | +122.6% |
| All | +167.3% | +75.0% | +92.3% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling