+156.2%
MPWR vs ELF
+272.3%
-116.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.9% | -7.8% | -5.1% |
| 7D | +16.8% | +1.6% | +15.2% | +16.3% |
| 30D | +11.9% | +9.1% | +2.8% | +8.9% |
| 3M | +2.2% | +28.2% | -26.0% | -5.5% |
| 6M | -15.5% | +119.5% | -135.0% | -34.7% |
| YTD | +54.2% | +55.2% | -1.0% | +29.6% |
| 1Y | +51.5% | +58.6% | -7.1% | +25.9% |
| 3Y | +180.2% | +21.3% | +158.9% | +99.4% |
| All | +156.2% | +272.3% | -116.1% | -28.4% |
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