+136.7%
MPWR vs CNH
+9.6%
+127.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.3% |
| 7D | -2.6% | +23.3% | -25.9% | -13.3% |
| 30D | -9.0% | +33.5% | -42.5% | -22.9% |
| 3M | -25.8% | +32.7% | -58.5% | -37.7% |
| 6M | +11.8% | +22.2% | -10.4% | -1.9% |
| YTD | +35.5% | +57.7% | -22.2% | +1.7% |
| 1Y | +45.3% | +28.0% | +17.3% | +23.2% |
| All | +136.7% | +9.6% | +127.2% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling