+6,598.3%
MPWR vs COPX
+118.6%
+6,479.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.5% |
| 7D | +16.8% | -2.8% | +19.6% | +19.1% |
| 30D | +11.9% | -14.3% | +26.2% | +22.4% |
| 3M | +2.2% | -19.0% | +21.3% | +15.2% |
| 6M | -15.5% | -24.4% | +8.9% | -1.1% |
| YTD | +54.2% | -3.2% | +57.4% | +55.1% |
| 1Y | +51.5% | +15.2% | +36.3% | +38.2% |
| 3Y | +180.2% | +127.6% | +52.6% | +76.4% |
| 5Y | +156.8% | +106.0% | +50.8% | +68.9% |
| 10Y | +1,801.1% | +313.7% | +1,487.4% | +723.7% |
| All | +6,598.3% | +118.6% | +6,479.7% | +3,610.4% |
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