+1,632.0%
MPWR vs ECL
+150.0%
+1,482.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -0.7% |
| 30D | -9.0% | -2.2% | -6.9% | -7.8% |
| 3M | -25.8% | +10.1% | -35.9% | -32.2% |
| 6M | +11.8% | -5.7% | +17.5% | +15.0% |
| YTD | +35.5% | +7.0% | +28.5% | +26.5% |
| 1Y | +45.3% | +2.7% | +42.7% | +39.0% |
| 3Y | +138.5% | +57.7% | +80.7% | +64.2% |
| 5Y | +152.8% | +31.1% | +121.6% | +95.2% |
| All | +1,632.0% | +150.0% | +1,482.0% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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