+43.1%
MPWR vs ESTC
+0.3%
+42.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.9% | +11.7% | +16.8% |
| 7D | +11.6% | -1.2% | +12.8% | +11.2% |
| 30D | +0.1% | -8.1% | +8.2% | -0.8% |
| 3M | -0.8% | +20.2% | -21.0% | +1.7% |
| 6M | -13.0% | +72.7% | -85.8% | -7.2% |
| YTD | +53.9% | +19.6% | +34.3% | +67.3% |
| All | +43.1% | +0.3% | +42.8% | +56.8% |
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