+16,459.4%
MPWR vs ELV
+988.2%
+15,471.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -1.7% | +18.3% | +17.2% |
| 7D | +11.6% | +1.1% | +10.5% | +10.8% |
| 30D | +0.1% | +1.3% | -1.2% | -0.9% |
| 3M | -0.8% | +6.6% | -7.4% | -4.1% |
| 6M | -13.0% | +11.6% | -24.6% | -18.4% |
| YTD | +53.9% | +21.1% | +32.9% | +38.7% |
| 1Y | +45.8% | +34.2% | +11.6% | +25.9% |
| 3Y | +194.3% | -2.9% | +197.2% | +174.6% |
| 5Y | +160.1% | +4.6% | +155.5% | +129.4% |
| 10Y | +1,786.5% | +272.8% | +1,513.7% | +827.1% |
| All | +16,459.4% | +988.2% | +15,471.1% | +5,063.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling