+180.2%
MPWR vs EOSE
+48.1%
+132.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.5% | -9.5% | -4.7% |
| 7D | +16.8% | +9.8% | +7.0% | +15.2% |
| 30D | +11.9% | -2.1% | +13.9% | +11.3% |
| 3M | +2.2% | -54.1% | +56.3% | +11.9% |
| 6M | -15.5% | -76.9% | +61.4% | +0.3% |
| YTD | +54.2% | -83.3% | +137.5% | +84.1% |
| 1Y | +51.5% | -87.4% | +138.9% | +86.3% |
| 3Y | +180.2% | +61.9% | +118.3% | +130.6% |
| All | +180.2% | +48.1% | +132.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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