+155.2%
MPWR vs ESI
+72.3%
+82.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -1.7% |
| 7D | -2.6% | +3.3% | -5.9% | -5.4% |
| 30D | -9.0% | -5.9% | -3.2% | -4.3% |
| 3M | -25.8% | -14.1% | -11.7% | -15.9% |
| 6M | +11.8% | +6.6% | +5.2% | +3.0% |
| YTD | +35.5% | +45.0% | -9.5% | -8.0% |
| 1Y | +45.3% | +41.5% | +3.9% | -0.2% |
| 3Y | +138.5% | +78.8% | +59.7% | +30.2% |
| All | +155.2% | +72.3% | +82.8% | +44.8% |
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