+1,933.4%
MPWR vs ELF
+373.0%
+1,560.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.0% |
| 7D | +27.9% | +3.4% | +24.6% | +27.0% |
| 30D | +9.7% | +5.0% | +4.7% | +8.4% |
| 3M | +1.7% | +22.6% | -20.9% | -3.8% |
| 6M | -9.2% | +104.0% | -113.2% | -25.9% |
| YTD | +60.5% | +49.3% | +11.2% | +39.8% |
| 1Y | +52.0% | +46.0% | +6.0% | +32.8% |
| 3Y | +193.1% | +19.4% | +173.7% | +140.0% |
| 5Y | +167.3% | +262.0% | -94.8% | +55.3% |
| 10Y | +1,878.8% | +320.5% | +1,558.3% | +855.5% |
| All | +1,933.4% | +373.0% | +1,560.3% | +878.4% |
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 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