+198.0%
MPWR vs VIVK
-100.0%
+298.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -14.3% | +23.3% | +8.8% |
| 7D | +17.3% | -48.0% | +65.2% | +16.9% |
| 30D | +12.1% | -88.4% | +100.5% | +11.0% |
| 3M | +5.6% | -98.7% | +104.3% | +3.3% |
| 6M | -10.7% | -100.0% | +89.2% | -14.0% |
| YTD | +64.0% | -100.0% | +163.9% | +58.3% |
| 1Y | +55.9% | -100.0% | +155.9% | +50.4% |
| All | +198.0% | -100.0% | +298.0% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling