-9.2%
MPWR vs ELF
+106.0%
-115.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.3% |
| 7D | +27.9% | +3.4% | +24.6% | +27.4% |
| 30D | +9.7% | +5.0% | +4.7% | +9.1% |
| 3M | +1.7% | +22.6% | -20.9% | -0.4% |
| 6M | -9.2% | +104.0% | -113.2% | -15.7% |
| All | -9.2% | +106.0% | -115.2% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling