+304.5%
MPWR vs EOSE
-61.3%
+365.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.0% | -0.6% |
| 7D | -2.6% | +19.0% | -21.6% | -5.1% |
| 30D | -9.0% | +1.6% | -10.6% | -9.7% |
| 3M | -25.8% | -52.0% | +26.1% | -19.6% |
| 6M | +11.8% | -42.5% | +54.3% | +16.3% |
| YTD | +35.5% | -66.1% | +101.6% | +47.7% |
| 1Y | +45.3% | -47.1% | +92.5% | +46.1% |
| 3Y | +138.5% | +0.8% | +137.7% | +94.8% |
| 5Y | +152.8% | -71.7% | +224.4% | +98.4% |
| All | +304.5% | -61.3% | +365.8% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling