+14,479.0%
MPWR vs CME
+1,322.6%
+13,156.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | -9.0% | +6.2% | -15.3% | -11.1% |
| 3M | -25.8% | +10.4% | -36.3% | -29.0% |
| 6M | +11.8% | -9.5% | +21.3% | +14.1% |
| YTD | +35.5% | +6.0% | +29.5% | +30.1% |
| 1Y | +45.3% | +9.3% | +36.0% | +37.3% |
| 3Y | +138.5% | +57.7% | +80.8% | +89.8% |
| 5Y | +152.8% | +77.7% | +75.1% | +90.8% |
| 10Y | +1,616.6% | +281.2% | +1,335.4% | +846.3% |
| All | +14,479.0% | +1,322.6% | +13,156.5% | +4,968.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling