+136.7%
MPWR vs EL
-31.7%
+168.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | -0.2% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | -9.0% | +19.8% | -28.9% | -15.1% |
| 3M | -25.8% | +25.7% | -51.5% | -32.1% |
| 6M | +11.8% | +5.4% | +6.3% | +7.8% |
| YTD | +35.5% | +0.2% | +35.3% | +30.6% |
| 1Y | +45.3% | +20.4% | +24.9% | +29.0% |
| All | +136.7% | -31.7% | +168.4% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling