+136.7%
MPWR vs CVE
+72.1%
+64.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | -2.6% | +2.5% | -5.1% | -3.5% |
| 30D | -9.0% | +16.7% | -25.8% | -14.5% |
| 3M | -25.8% | +9.3% | -35.1% | -28.5% |
| 6M | +11.8% | +43.6% | -31.8% | -6.2% |
| YTD | +35.5% | +93.6% | -58.1% | -1.8% |
| 1Y | +45.3% | +98.8% | -53.4% | +2.8% |
| All | +136.7% | +72.1% | +64.7% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling