+1,632.7%
MPWR vs EL
+31.9%
+1,600.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | -0.7% |
| 7D | -2.6% | +0.8% | -3.4% | -3.0% |
| 30D | -9.0% | +19.8% | -28.9% | -18.1% |
| 3M | -25.8% | +25.7% | -51.5% | -35.1% |
| 6M | +11.8% | +5.4% | +6.3% | +5.1% |
| YTD | +35.5% | +0.2% | +35.3% | +27.6% |
| 1Y | +45.3% | +20.4% | +24.9% | +22.1% |
| 3Y | +138.5% | -32.1% | +170.6% | +152.2% |
| 5Y | +152.8% | -67.2% | +219.9% | +322.4% |
| All | +1,632.7% | +31.9% | +1,600.8% | +1,346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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