+7,022.9%
MPWR vs COPX
+131.8%
+6,891.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.2% | +8.5% |
| 7D | +17.3% | -1.5% | +18.8% | +19.0% |
| 30D | +12.1% | -14.0% | +26.1% | +22.4% |
| 3M | +5.6% | -17.1% | +22.7% | +17.5% |
| 6M | -10.7% | -15.9% | +5.2% | -1.6% |
| YTD | +64.0% | +2.6% | +61.3% | +59.5% |
| 1Y | +55.9% | +21.6% | +34.3% | +38.0% |
| 3Y | +199.5% | +142.7% | +56.8% | +81.9% |
| 5Y | +176.6% | +122.2% | +54.3% | +74.6% |
| 10Y | +1,921.6% | +338.8% | +1,582.9% | +747.4% |
| All | +7,022.9% | +131.8% | +6,891.1% | +3,717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling