+7,540.2%
MPWR vs VIVK
-100.0%
+7,640.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -14.3% | +23.3% | +8.9% |
| 7D | +17.3% | -48.0% | +65.2% | +17.3% |
| 30D | +12.1% | -88.4% | +100.5% | +12.2% |
| 3M | +5.6% | -98.7% | +104.3% | +5.7% |
| 6M | -10.7% | -100.0% | +89.2% | -10.5% |
| YTD | +64.0% | -100.0% | +163.9% | +64.2% |
| 1Y | +55.9% | -100.0% | +155.9% | +56.4% |
| 3Y | +199.5% | -100.0% | +299.5% | +200.2% |
| 5Y | +176.6% | -100.0% | +276.6% | +177.3% |
| 10Y | +1,921.6% | -100.0% | +2,021.6% | +1,925.6% |
| All | +7,540.2% | -100.0% | +7,640.2% | +7,451.3% |
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