+14,101.9%
MPWR vs ECL
+1,007.8%
+13,094.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.4% |
| 7D | -1.7% | -0.8% | -1.0% | -1.4% |
| 30D | -16.5% | +8.1% | -24.6% | -21.4% |
| 3M | -12.3% | +6.4% | -18.6% | -16.6% |
| 6M | -27.7% | +14.8% | -42.5% | -35.9% |
| YTD | +32.0% | +15.5% | +16.5% | +16.5% |
| 1Y | +25.1% | +20.1% | +5.0% | +7.0% |
| 3Y | +146.5% | +77.8% | +68.7% | +56.9% |
| 5Y | +126.0% | +37.9% | +88.2% | +72.3% |
| 10Y | +1,582.7% | +202.7% | +1,380.1% | +600.2% |
| All | +14,101.9% | +1,007.8% | +13,094.1% | +2,324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling