+176.6%
MPWR vs COPX
+127.6%
+49.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.2% | +8.4% |
| 7D | +17.3% | -1.5% | +18.8% | +19.3% |
| 30D | +12.1% | -14.0% | +26.1% | +24.8% |
| 3M | +5.6% | -17.1% | +22.7% | +20.3% |
| 6M | -10.7% | -15.9% | +5.2% | +0.1% |
| YTD | +64.0% | +2.6% | +61.3% | +55.7% |
| 1Y | +55.9% | +21.6% | +34.3% | +30.6% |
| 3Y | +199.5% | +142.7% | +56.8% | +48.9% |
| 5Y | +176.6% | +122.2% | +54.3% | +50.8% |
| All | +176.6% | +127.6% | +49.0% | +50.8% |
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