+155.2%
MPWR vs CVE
+317.2%
-162.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | -2.6% | +2.5% | -5.1% | -3.4% |
| 30D | -9.0% | +16.7% | -25.8% | -13.6% |
| 3M | -25.8% | +9.3% | -35.1% | -28.2% |
| 6M | +11.8% | +43.6% | -31.8% | -2.6% |
| YTD | +35.5% | +93.6% | -58.1% | +5.9% |
| 1Y | +45.3% | +98.8% | -53.4% | +11.9% |
| 3Y | +138.5% | +73.6% | +64.9% | +83.8% |
| All | +155.2% | +317.2% | -162.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling