+125.2%
MPWR vs EL
-66.1%
+191.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | -16.5% | +16.5% | -33.0% | -22.6% |
| 3M | -12.3% | +29.2% | -41.5% | -23.3% |
| 6M | -27.7% | +27.9% | -55.6% | -37.3% |
| YTD | +32.0% | +6.2% | +25.8% | +21.3% |
| 1Y | +25.1% | +27.2% | -2.1% | +4.0% |
| 3Y | +146.5% | +3.2% | +143.3% | +103.5% |
| All | +125.2% | -66.1% | +191.3% | +280.7% |
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