+156.2%
MPWR vs ESI
+36.5%
+119.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.3% |
| 7D | +16.8% | +5.5% | +11.3% | +11.9% |
| 30D | +11.9% | -7.8% | +19.6% | +21.4% |
| 3M | +2.2% | -15.0% | +17.2% | +19.3% |
| 6M | -15.5% | -24.9% | +9.4% | +9.4% |
| YTD | +54.2% | +33.2% | +21.0% | +12.1% |
| 1Y | +51.5% | +24.9% | +26.5% | +16.4% |
| 3Y | +180.2% | +77.8% | +102.5% | +47.9% |
| All | +156.2% | +36.5% | +119.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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