+1,218.6%
MPWR vs ESTC
+24.7%
+1,193.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.9% | +8.9% |
| 7D | +17.3% | -2.6% | +19.9% | +18.8% |
| 30D | +12.1% | -8.6% | +20.7% | +15.7% |
| 3M | +5.6% | +14.4% | -8.7% | -1.9% |
| 6M | -10.7% | +73.3% | -84.0% | -30.7% |
| YTD | +64.0% | +15.7% | +48.2% | +44.0% |
| 1Y | +55.9% | -7.6% | +63.5% | +48.9% |
| 3Y | +199.5% | +14.6% | +184.9% | +132.9% |
| 5Y | +176.6% | -50.0% | +226.6% | +178.7% |
| All | +1,218.6% | +24.7% | +1,193.9% | +673.4% |
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