+1,607.5%
MPWR vs DVN
+68.5%
+1,539.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | -2.3% | +2.5% | -4.8% | -3.0% |
| 30D | -15.4% | +10.2% | -25.6% | -17.7% |
| 3M | -19.4% | +8.1% | -27.5% | -21.6% |
| 6M | +12.7% | +15.9% | -3.1% | +6.4% |
| YTD | +31.3% | +38.2% | -6.9% | +17.6% |
| 1Y | +39.7% | +44.5% | -4.8% | +22.8% |
| 3Y | +142.2% | +5.1% | +137.0% | +128.9% |
| 5Y | +149.0% | +124.3% | +24.7% | +89.5% |
| All | +1,607.5% | +68.5% | +1,539.0% | +995.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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