+1,921.6%
MPWR vs CNH
+113.9%
+1,807.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +7.9% |
| 7D | +17.3% | +6.7% | +10.6% | +14.0% |
| 30D | +12.1% | +7.2% | +4.9% | +8.3% |
| 3M | +5.6% | +17.5% | -11.9% | -4.6% |
| 6M | -10.7% | +15.0% | -25.7% | -19.5% |
| YTD | +64.0% | +36.8% | +27.2% | +33.5% |
| 1Y | +55.9% | +27.6% | +28.3% | +31.5% |
| 3Y | +199.5% | +34.3% | +165.1% | +141.5% |
| 5Y | +176.6% | -12.2% | +188.8% | +173.4% |
| 10Y | +1,921.6% | +113.9% | +1,807.7% | +1,222.7% |
| All | +1,921.6% | +113.9% | +1,807.7% | +1,222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling