+17,540.7%
MPWR vs ELV
+1,017.4%
+16,523.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +9.0% | +8.9% |
| 7D | +17.3% | -1.1% | +18.3% | +17.5% |
| 30D | +12.1% | +1.8% | +10.3% | +10.8% |
| 3M | +5.6% | +10.5% | -4.9% | +0.8% |
| 6M | -10.7% | +13.5% | -24.2% | -16.7% |
| YTD | +64.0% | +24.3% | +39.7% | +46.3% |
| 1Y | +55.9% | +38.9% | +17.0% | +33.0% |
| 3Y | +199.5% | -1.5% | +200.9% | +178.0% |
| 5Y | +176.6% | +7.3% | +169.3% | +141.5% |
| 10Y | +1,921.6% | +268.7% | +1,652.9% | +899.6% |
| All | +17,540.7% | +1,017.4% | +16,523.3% | +5,346.4% |
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