+156.8%
MPWR vs DVN
+111.9%
+44.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | -13.1% | +12.6% | -25.7% | -16.4% |
| 3M | -21.7% | +8.1% | -29.9% | -24.3% |
| 6M | +19.5% | +10.2% | +9.4% | +13.3% |
| YTD | +34.9% | +33.8% | +1.1% | +18.7% |
| 1Y | +42.0% | +43.9% | -1.9% | +20.6% |
| 3Y | +148.8% | +1.7% | +147.1% | +130.1% |
| 5Y | +156.8% | +119.6% | +37.2% | +119.9% |
| All | +156.8% | +111.9% | +44.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling