+43.1%
MPWR vs EL
+30.3%
+12.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.8% | +13.8% | +16.2% |
| 7D | +11.6% | +8.0% | +3.6% | +10.5% |
| 30D | +0.1% | +15.4% | -15.3% | -2.0% |
| 3M | -0.8% | +28.5% | -29.3% | -4.5% |
| 6M | -13.0% | +32.2% | -45.3% | -16.8% |
| YTD | +53.9% | +9.2% | +44.7% | +43.2% |
| All | +43.1% | +30.3% | +12.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling