+1,110.6%
MPWR vs ESTC
+24.6%
+1,086.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.0% |
| 7D | +2.2% | -3.6% | +5.8% | +3.9% |
| 30D | -2.1% | -11.2% | +9.1% | +2.2% |
| 3M | -1.6% | +14.3% | -15.9% | -8.6% |
| 6M | -14.9% | +67.0% | -81.9% | -33.0% |
| YTD | +50.5% | +15.7% | +34.9% | +32.3% |
| 1Y | +40.0% | -6.3% | +46.2% | +32.9% |
| 3Y | +175.0% | +14.5% | +160.5% | +113.8% |
| 5Y | +162.0% | -49.9% | +211.8% | +163.6% |
| All | +1,110.6% | +24.6% | +1,086.0% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling