+51.5%
MPWR vs ESTC
-3.5%
+55.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -4.0% |
| 7D | +16.8% | +2.4% | +14.4% | +16.9% |
| 30D | +11.9% | -4.2% | +16.1% | +11.5% |
| 3M | +2.2% | +2.5% | -0.3% | +3.2% |
| 6M | -15.5% | +81.5% | -97.0% | -9.5% |
| YTD | +54.2% | +16.8% | +37.3% | +67.9% |
| 1Y | +51.5% | -3.5% | +54.9% | +68.0% |
| All | +51.5% | -3.5% | +55.0% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling