+155.2%
MPWR vs ELF
+259.0%
-103.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -2.6% | +5.4% | -7.9% | -4.1% |
| 30D | -9.0% | +27.0% | -36.0% | -15.6% |
| 3M | -25.8% | +113.2% | -139.0% | -41.9% |
| 6M | +11.8% | +36.6% | -24.8% | -0.9% |
| YTD | +35.5% | +44.2% | -8.7% | +16.6% |
| 1Y | +45.3% | -18.0% | +63.3% | +45.5% |
| 3Y | +138.5% | -19.9% | +158.4% | +104.6% |
| All | +155.2% | +259.0% | -103.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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