+1,632.7%
MPWR vs ES
+84.4%
+1,548.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -9.0% | -2.0% | -7.1% | -8.6% |
| 3M | -25.8% | +1.7% | -27.5% | -26.7% |
| 6M | +11.8% | -3.5% | +15.3% | +12.0% |
| YTD | +35.5% | +7.9% | +27.6% | +30.9% |
| 1Y | +45.3% | +17.2% | +28.2% | +35.4% |
| 3Y | +138.5% | +29.3% | +109.1% | +107.8% |
| 5Y | +152.8% | -5.7% | +158.5% | +148.5% |
| All | +1,632.7% | +84.4% | +1,548.3% | +1,375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling