+1,542.6%
MPWR vs CVE
+136.1%
+1,406.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | -1.7% | -16.1% | +14.4% | +2.3% |
| 30D | -16.5% | -10.4% | -6.1% | -14.5% |
| 3M | -12.3% | -2.4% | -9.9% | -12.3% |
| 6M | -27.7% | -4.4% | -23.3% | -27.7% |
| YTD | +32.0% | +64.9% | -32.9% | +15.2% |
| 1Y | +25.1% | +66.0% | -40.9% | +8.7% |
| 3Y | +146.5% | +57.7% | +88.8% | +113.9% |
| 5Y | +126.0% | +144.7% | -18.7% | +76.0% |
| All | +1,542.6% | +136.1% | +1,406.5% | +934.5% |
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