+156.8%
MPWR vs CTVA
+104.3%
+52.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -0.6% | -2.1% | +1.5% | +0.2% |
| 30D | -13.1% | +12.0% | -25.1% | -17.2% |
| 3M | -21.7% | +13.5% | -35.2% | -27.5% |
| 6M | +19.5% | +12.1% | +7.4% | +11.0% |
| YTD | +34.9% | +29.0% | +5.9% | +16.9% |
| 1Y | +42.0% | +18.9% | +23.1% | +27.1% |
| 3Y | +148.8% | +78.9% | +69.9% | +81.9% |
| 5Y | +156.8% | +105.2% | +51.6% | +84.1% |
| All | +156.8% | +104.3% | +52.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling