+1,788.2%
MPWR vs CVE
+149.3%
+1,639.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | +16.8% | +5.9% | +10.9% | +15.3% |
| 30D | +11.9% | -10.9% | +22.7% | +14.7% |
| 3M | +2.2% | -4.5% | +6.7% | +2.9% |
| 6M | -15.5% | -1.0% | -14.5% | -16.1% |
| YTD | +54.2% | +74.7% | -20.6% | +32.8% |
| 1Y | +51.5% | +65.8% | -14.4% | +31.8% |
| 3Y | +180.2% | +73.2% | +107.0% | +138.4% |
| 5Y | +156.8% | +155.6% | +1.2% | +98.0% |
| All | +1,788.2% | +149.3% | +1,639.0% | +1,074.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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