+43.1%
MPWR vs CNH
+33.2%
+10.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +10.9% | +5.7% | +12.0% |
| 7D | +11.6% | +8.6% | +3.0% | +8.1% |
| 30D | +0.1% | +12.6% | -12.4% | -4.4% |
| 3M | -0.8% | +17.5% | -18.3% | -8.5% |
| 6M | -13.0% | +18.1% | -31.1% | -20.7% |
| YTD | +53.9% | +40.4% | +13.5% | +30.3% |
| All | +43.1% | +33.2% | +10.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling