+194.3%
MPWR vs ELV
-3.3%
+197.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -1.7% | +18.3% | +16.6% |
| 7D | +11.6% | +1.1% | +10.5% | +11.6% |
| 30D | +0.1% | +1.3% | -1.2% | +0.1% |
| 3M | -0.8% | +6.6% | -7.4% | -1.0% |
| 6M | -13.0% | +11.6% | -24.6% | -13.6% |
| YTD | +53.9% | +21.1% | +32.9% | +50.6% |
| 1Y | +45.8% | +34.2% | +11.6% | +42.9% |
| 3Y | +194.3% | -2.9% | +197.2% | +212.6% |
| All | +194.3% | -3.3% | +197.6% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling