+1,756.1%
MPWR vs ELV
+269.2%
+1,486.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.0% |
| 7D | +2.2% | +3.8% | -1.6% | +0.8% |
| 30D | -2.1% | +4.1% | -6.2% | -3.8% |
| 3M | -1.6% | +8.5% | -10.1% | -5.0% |
| 6M | -14.9% | +14.6% | -29.5% | -20.3% |
| YTD | +50.5% | +24.4% | +26.2% | +35.7% |
| 1Y | +40.0% | +44.2% | -4.3% | +19.4% |
| 3Y | +175.0% | -1.4% | +176.4% | +158.1% |
| 5Y | +162.0% | +8.8% | +153.2% | +127.7% |
| All | +1,756.1% | +269.2% | +1,486.8% | +945.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling