+1,616.8%
MPWR vs ELF
+357.0%
+1,259.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -2.6% | +5.4% | -7.9% | -3.9% |
| 30D | -9.0% | +27.0% | -36.0% | -14.8% |
| 3M | -25.8% | +113.2% | -139.0% | -39.9% |
| 6M | +11.8% | +36.6% | -24.8% | +0.7% |
| YTD | +35.5% | +44.2% | -8.7% | +19.1% |
| 1Y | +45.3% | -18.0% | +63.3% | +44.9% |
| 3Y | +138.5% | -19.9% | +158.4% | +116.5% |
| 5Y | +152.8% | +257.7% | -104.9% | +47.3% |
| All | +1,616.8% | +357.0% | +1,259.8% | +733.9% |
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