+1,542.6%
MPWR vs ES
+85.7%
+1,456.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | -16.5% | +7.1% | -23.6% | -18.3% |
| 3M | -12.3% | -1.9% | -10.3% | -12.2% |
| 6M | -27.7% | +4.4% | -32.1% | -29.5% |
| YTD | +32.0% | +7.3% | +24.7% | +27.3% |
| 1Y | +25.1% | +2.1% | +23.0% | +21.7% |
| 3Y | +146.5% | +41.8% | +104.6% | +106.4% |
| 5Y | +126.0% | +1.4% | +124.6% | +114.5% |
| All | +1,542.6% | +85.7% | +1,456.9% | +1,344.9% |
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