+860.5%
MPWR vs ELAN
-25.7%
+886.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -13.1% | +8.4% | -21.4% | -16.1% |
| 3M | -21.7% | +1.2% | -23.0% | -22.9% |
| 6M | +19.5% | +2.6% | +16.9% | +16.1% |
| YTD | +34.9% | +5.9% | +29.0% | +29.3% |
| 1Y | +42.0% | +25.8% | +16.1% | +26.1% |
| 3Y | +148.8% | +106.8% | +42.0% | +63.2% |
| 5Y | +156.8% | -29.3% | +186.1% | +170.2% |
| All | +860.5% | -25.7% | +886.2% | +766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling