+1,105.1%
MPWR vs CTVA
+198.5%
+906.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +2.2% | +2.4% | -0.2% | +1.2% |
| 30D | -2.1% | -8.1% | +6.0% | +1.3% |
| 3M | -1.6% | +6.3% | -7.9% | -6.2% |
| 6M | -14.9% | +0.4% | -15.4% | -18.1% |
| YTD | +50.5% | +21.8% | +28.7% | +30.7% |
| 1Y | +40.0% | +24.9% | +15.1% | +19.8% |
| 3Y | +175.0% | +92.3% | +82.7% | +84.9% |
| 5Y | +162.0% | +78.9% | +83.1% | +80.1% |
| All | +1,105.1% | +198.5% | +906.6% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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