+1,791.8%
MPWR vs CNH
+107.8%
+1,684.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +0.1% |
| 7D | +2.2% | +4.5% | -2.3% | +0.4% |
| 30D | -2.1% | +7.6% | -9.7% | -5.7% |
| 3M | -1.6% | +17.0% | -18.5% | -11.0% |
| 6M | -14.9% | +12.9% | -27.9% | -22.6% |
| YTD | +50.5% | +34.3% | +16.3% | +23.8% |
| 1Y | +40.0% | +28.5% | +11.4% | +17.4% |
| 3Y | +175.0% | +31.9% | +143.1% | +123.8% |
| 5Y | +162.0% | -9.6% | +171.6% | +155.2% |
| 10Y | +1,791.8% | +106.3% | +1,685.6% | +1,169.3% |
| All | +1,791.8% | +107.8% | +1,684.0% | +1,169.3% |
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