+146.5%
MPWR vs ECL
+78.2%
+68.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.4% |
| 30D | -16.5% | +8.1% | -24.6% | -20.4% |
| 3M | -12.3% | +6.4% | -18.6% | -15.7% |
| 6M | -27.7% | +14.8% | -42.5% | -34.8% |
| YTD | +32.0% | +15.5% | +16.5% | +18.2% |
| 1Y | +25.1% | +20.1% | +5.0% | +8.5% |
| 3Y | +146.5% | +77.8% | +68.7% | +75.5% |
| All | +146.5% | +78.2% | +68.3% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling