+1,865.4%
MPWR vs VIVK
-100.0%
+1,965.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.4% | -2.1% |
| 7D | +27.9% | -38.6% | +66.6% | +28.1% |
| 30D | +9.7% | -87.7% | +97.4% | +10.5% |
| 3M | +1.7% | -98.9% | +100.6% | +3.4% |
| 6M | -9.2% | -100.0% | +90.7% | -6.7% |
| YTD | +60.5% | -100.0% | +160.5% | +64.0% |
| 1Y | +52.0% | -100.0% | +152.0% | +57.8% |
| 3Y | +193.1% | -100.0% | +293.1% | +202.9% |
| 5Y | +167.3% | -100.0% | +267.3% | +177.5% |
| All | +1,865.4% | -100.0% | +1,965.4% | +1,865.1% |
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