+16,489.1%
MPWR vs DVN
+101.4%
+16,387.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.2% |
| 7D | +16.8% | +10.4% | +6.5% | +13.3% |
| 30D | +11.9% | -6.7% | +18.6% | +14.0% |
| 3M | +2.2% | +5.6% | -3.4% | -0.2% |
| 6M | -15.5% | +0.7% | -16.2% | -17.1% |
| YTD | +54.2% | +29.6% | +24.6% | +38.1% |
| 1Y | +51.5% | +36.3% | +15.1% | +33.0% |
| 3Y | +180.2% | +13.2% | +167.1% | +157.4% |
| 5Y | +156.8% | +38.6% | +118.2% | +112.9% |
| 10Y | +1,801.1% | +60.9% | +1,740.2% | +1,117.2% |
| All | +16,489.1% | +101.4% | +16,387.7% | +10,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling