+14,479.0%
MPWR vs ES
+731.5%
+13,747.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -9.0% | -2.0% | -7.1% | -8.4% |
| 3M | -25.8% | +1.7% | -27.5% | -27.1% |
| 6M | +11.8% | -3.5% | +15.3% | +12.1% |
| YTD | +35.5% | +7.9% | +27.6% | +29.2% |
| 1Y | +45.3% | +17.2% | +28.2% | +32.2% |
| 3Y | +138.5% | +29.3% | +109.1% | +99.2% |
| 5Y | +152.8% | -5.7% | +158.5% | +141.8% |
| 10Y | +1,616.6% | +85.2% | +1,531.4% | +1,003.7% |
| All | +14,479.0% | +731.5% | +13,747.5% | +4,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling