+16,096.1%
MPWR vs CME
+1,470.5%
+14,625.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | +2.2% | +1.7% | +0.6% | +1.6% |
| 30D | -2.1% | +10.2% | -12.2% | -5.8% |
| 3M | -1.6% | +17.8% | -19.3% | -7.9% |
| 6M | -14.9% | +11.0% | -25.9% | -19.5% |
| YTD | +50.5% | +17.0% | +33.5% | +38.7% |
| 1Y | +40.0% | +15.8% | +24.2% | +29.3% |
| 3Y | +175.0% | +61.8% | +113.2% | +116.4% |
| 5Y | +162.0% | +72.5% | +89.5% | +99.7% |
| 10Y | +1,791.8% | +288.0% | +1,503.9% | +932.9% |
| All | +16,096.1% | +1,470.5% | +14,625.6% | +5,301.5% |
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 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