-15.8%
MPWR vs ECL
+7.6%
-23.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.4% | -9.9% |
| 7D | -5.6% | +1.7% | -7.3% | -4.6% |
| 30D | -23.2% | +8.9% | -32.1% | -22.9% |
| 3M | -15.8% | +7.4% | -23.2% | -19.3% |
| All | -15.8% | +7.6% | -23.4% | -19.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling