+125.2%
MPWR vs CVE
+142.8%
-17.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | -1.7% | -16.1% | +14.4% | +3.8% |
| 30D | -16.5% | -10.4% | -6.1% | -13.8% |
| 3M | -12.3% | -2.4% | -9.9% | -12.4% |
| 6M | -27.7% | -4.4% | -23.3% | -27.8% |
| YTD | +32.0% | +64.9% | -32.9% | +7.1% |
| 1Y | +25.1% | +66.0% | -40.9% | +0.7% |
| 3Y | +146.5% | +57.7% | +88.8% | +94.0% |
| All | +125.2% | +142.8% | -17.6% | +64.4% |
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