+1,461.2%
MPWR vs CVE
+137.5%
+1,323.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.7% | -7.5% | -9.6% |
| 7D | -5.6% | -14.1% | +8.4% | -2.3% |
| 30D | -23.2% | -11.6% | -11.6% | -21.1% |
| 3M | -15.8% | 0.0% | -15.8% | -16.2% |
| 6M | -28.5% | -8.4% | -20.2% | -27.8% |
| YTD | +25.5% | +65.9% | -40.4% | +9.3% |
| 1Y | +13.9% | +69.4% | -55.5% | -1.5% |
| 3Y | +134.6% | +55.9% | +78.6% | +104.0% |
| 5Y | +114.8% | +146.2% | -31.3% | +67.1% |
| All | +1,461.2% | +137.5% | +1,323.7% | +882.0% |
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