+956.7%
MPWR vs CTVA
+191.8%
+764.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.7% |
| 7D | -1.7% | +2.2% | -4.0% | -2.7% |
| 30D | -16.5% | -17.6% | +1.1% | -9.4% |
| 3M | -12.3% | +3.4% | -15.7% | -15.4% |
| 6M | -27.7% | -2.6% | -25.2% | -29.5% |
| YTD | +32.0% | +19.1% | +12.9% | +15.6% |
| 1Y | +25.1% | +26.8% | -1.7% | +5.9% |
| 3Y | +146.5% | +63.9% | +82.6% | +79.2% |
| 5Y | +126.0% | +75.7% | +50.3% | +56.3% |
| All | +956.7% | +191.8% | +764.9% | +389.4% |
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