+1,572.4%
MPWR vs ELF
+383.9%
+1,188.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +3.7% |
| 7D | -1.7% | +4.0% | -5.7% | -2.7% |
| 30D | -16.5% | +10.6% | -27.1% | -18.7% |
| 3M | -12.3% | +25.8% | -38.1% | -17.7% |
| 6M | -27.7% | +89.1% | -116.8% | -40.0% |
| YTD | +32.0% | +52.7% | -20.7% | +14.2% |
| 1Y | +25.1% | +51.7% | -26.6% | +8.0% |
| 3Y | +146.5% | +14.2% | +132.3% | +104.0% |
| 5Y | +126.0% | +270.7% | -144.7% | +30.4% |
| 10Y | +1,582.7% | +341.9% | +1,240.8% | +704.4% |
| All | +1,572.4% | +383.9% | +1,188.5% | +699.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling