+136.7%
MPWR vs ESTC
+25.2%
+111.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.6% |
| 7D | -2.6% | -8.1% | +5.5% | -1.2% |
| 30D | -9.0% | +31.7% | -40.7% | -14.5% |
| 3M | -25.8% | +41.1% | -66.9% | -31.4% |
| 6M | +11.8% | +77.1% | -65.3% | -3.2% |
| YTD | +35.5% | +21.7% | +13.8% | +28.3% |
| 1Y | +45.3% | +8.4% | +36.9% | +40.7% |
| All | +136.7% | +25.2% | +111.6% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling