+114.8%
MPWR vs ES
+5.0%
+109.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.1% | -12.4% | -10.4% |
| 7D | -5.6% | +5.9% | -11.5% | -5.9% |
| 30D | -23.2% | +10.2% | -33.4% | -23.7% |
| 3M | -15.8% | +0.4% | -16.2% | -15.7% |
| 6M | -28.5% | +6.9% | -35.4% | -29.2% |
| YTD | +25.5% | +10.5% | +14.9% | +23.4% |
| 1Y | +13.9% | +3.2% | +10.7% | +12.8% |
| 3Y | +134.6% | +49.0% | +85.5% | +108.5% |
| 5Y | +114.8% | +4.5% | +110.4% | +119.8% |
| All | +114.8% | +5.0% | +109.9% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling