+156.2%
MPWR vs EL
-65.2%
+221.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -4.4% |
| 7D | +16.8% | +1.5% | +15.3% | +16.1% |
| 30D | +11.9% | +10.0% | +1.9% | +6.8% |
| 3M | +2.2% | +28.4% | -26.2% | -10.3% |
| 6M | -15.5% | +37.1% | -52.5% | -28.8% |
| YTD | +54.2% | +7.8% | +46.4% | +40.8% |
| 1Y | +51.5% | +26.0% | +25.4% | +26.8% |
| 3Y | +180.2% | +3.8% | +176.4% | +131.5% |
| All | +156.2% | -65.2% | +221.4% | +328.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling