+155.6%
MPWR vs COPX
+193.3%
-37.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.8% |
| 7D | -1.3% | +6.0% | -7.3% | -5.2% |
| 30D | -12.8% | +6.4% | -19.3% | -16.7% |
| 3M | -21.3% | +19.3% | -40.6% | -30.5% |
| 6M | +13.7% | +16.2% | -2.5% | +1.1% |
| YTD | +33.3% | +33.2% | +0.1% | +6.0% |
| 1Y | +41.3% | +90.2% | -48.9% | -12.8% |
| 3Y | +145.8% | +175.7% | -29.9% | +14.2% |
| 5Y | +155.6% | +193.1% | -37.5% | +16.1% |
| All | +155.6% | +193.3% | -37.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling