+1,542.6%
MPWR vs CNH
+116.5%
+1,426.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +3.8% |
| 7D | -1.7% | -1.7% | 0.0% | -0.7% |
| 30D | -16.5% | -7.2% | -9.3% | -13.5% |
| 3M | -12.3% | +6.5% | -18.8% | -16.9% |
| 6M | -27.7% | +7.9% | -35.6% | -32.9% |
| YTD | +32.0% | +26.6% | +5.4% | +11.6% |
| 1Y | +25.1% | +13.8% | +11.3% | +11.6% |
| 3Y | +146.5% | +9.2% | +137.3% | +120.1% |
| 5Y | +126.0% | -15.6% | +141.6% | +127.5% |
| All | +1,542.6% | +116.5% | +1,426.2% | +1,038.8% |
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