-10.7%
MPWR vs CNH
+18.0%
-28.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +8.2% |
| 7D | +17.3% | +6.7% | +10.6% | +14.8% |
| 30D | +12.1% | +7.2% | +4.9% | +9.7% |
| 3M | +5.6% | +17.5% | -11.9% | -0.4% |
| 6M | -10.7% | +15.0% | -25.7% | -16.0% |
| All | -10.7% | +18.0% | -28.7% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling