+6,214.2%
MPWR vs VIVK
-100.0%
+6,314.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.2% | +0.8% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -9.0% | -43.6% | +34.6% | -9.0% |
| 3M | -25.8% | -95.1% | +69.3% | -25.8% |
| 6M | +11.8% | -98.2% | +109.9% | +11.9% |
| YTD | +35.5% | -97.9% | +133.4% | +35.6% |
| 1Y | +45.3% | -100.0% | +145.3% | +45.6% |
| 3Y | +138.5% | -100.0% | +238.4% | +138.8% |
| 5Y | +152.8% | -100.0% | +252.8% | +153.1% |
| 10Y | +1,616.6% | -100.0% | +1,716.6% | +1,618.1% |
| All | +6,214.2% | -100.0% | +6,314.2% | +6,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling