+4,632.7%
MPWR vs ESI
+224.6%
+4,408.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.6% |
| 7D | -2.6% | +3.3% | -5.9% | -4.1% |
| 30D | -9.0% | -5.9% | -3.2% | -6.3% |
| 3M | -25.8% | -14.1% | -11.7% | -19.9% |
| 6M | +11.8% | +6.6% | +5.2% | +8.7% |
| YTD | +35.5% | +45.0% | -9.5% | +13.2% |
| 1Y | +45.3% | +41.5% | +3.9% | +22.6% |
| 3Y | +138.5% | +78.8% | +59.7% | +85.6% |
| 5Y | +152.8% | +70.9% | +81.9% | +102.9% |
| 10Y | +1,616.6% | +317.1% | +1,299.5% | +907.0% |
| All | +4,632.7% | +224.6% | +4,408.0% | +3,462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling