+14,101.9%
MPWR vs EL
+549.4%
+13,552.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.3% |
| 30D | -16.5% | +16.5% | -33.0% | -23.0% |
| 3M | -12.3% | +29.2% | -41.5% | -24.0% |
| 6M | -27.7% | +27.9% | -55.6% | -37.9% |
| YTD | +32.0% | +6.2% | +25.8% | +20.5% |
| 1Y | +25.1% | +27.2% | -2.1% | +3.7% |
| 3Y | +146.5% | +3.2% | +143.3% | +110.5% |
| 5Y | +126.0% | -66.0% | +192.0% | +236.1% |
| 10Y | +1,582.7% | +58.3% | +1,524.4% | +1,099.4% |
| All | +14,101.9% | +549.4% | +13,552.5% | +4,949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling