+984.8%
MPWR vs CTVA
+223.3%
+761.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -2.6% | +4.9% | -7.5% | -4.9% |
| 30D | -9.0% | +11.9% | -21.0% | -14.1% |
| 3M | -25.8% | +13.7% | -39.5% | -31.8% |
| 6M | +11.8% | +13.1% | -1.4% | +2.8% |
| YTD | +35.5% | +32.0% | +3.6% | +15.1% |
| 1Y | +45.3% | +22.1% | +23.2% | +27.4% |
| 3Y | +138.5% | +77.5% | +61.0% | +69.8% |
| 5Y | +152.8% | +106.3% | +46.5% | +63.7% |
| All | +984.8% | +223.3% | +761.5% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling