+1,607.5%
MPWR vs VIVK
-100.0%
+1,707.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -2.3% | -9.5% | +7.2% | -2.2% |
| 30D | -15.4% | -35.1% | +19.7% | -15.2% |
| 3M | -19.4% | -93.4% | +74.0% | -18.5% |
| 6M | +12.7% | -98.0% | +110.7% | +14.2% |
| YTD | +31.3% | -97.9% | +129.2% | +32.3% |
| 1Y | +39.7% | -100.0% | +139.6% | +43.9% |
| 3Y | +142.2% | -100.0% | +242.2% | +147.6% |
| 5Y | +149.0% | -100.0% | +249.0% | +154.7% |
| All | +1,607.5% | -100.0% | +1,707.5% | +1,500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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