+152.7%
MPWR vs ELAN
-29.8%
+182.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.5% |
| 7D | -1.3% | -4.6% | +3.3% | +0.6% |
| 30D | -12.8% | +5.7% | -18.5% | -15.0% |
| 3M | -21.3% | -3.9% | -17.4% | -20.8% |
| 6M | +13.7% | -1.6% | +15.4% | +12.4% |
| YTD | +33.3% | +4.1% | +29.2% | +28.7% |
| 1Y | +41.3% | +25.5% | +15.8% | +25.9% |
| 3Y | +145.8% | +103.2% | +42.6% | +61.3% |
| All | +152.7% | -29.8% | +182.5% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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