+1,865.4%
MPWR vs COPX
+318.2%
+1,547.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.1% |
| 7D | +27.9% | +1.1% | +26.8% | +27.5% |
| 30D | +9.7% | -15.9% | +25.6% | +23.4% |
| 3M | +1.7% | -19.6% | +21.3% | +17.6% |
| 6M | -9.2% | -21.5% | +12.3% | +6.2% |
| YTD | +60.5% | -0.8% | +61.2% | +57.2% |
| 1Y | +52.0% | +15.2% | +36.9% | +34.5% |
| 3Y | +193.1% | +134.7% | +58.4% | +59.7% |
| 5Y | +167.3% | +111.3% | +56.0% | +53.0% |
| All | +1,865.4% | +318.2% | +1,547.3% | +531.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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