+146.5%
MPWR vs ESTC
+18.0%
+128.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.8% |
| 7D | -1.7% | -11.5% | +9.8% | +0.4% |
| 30D | -16.5% | -7.5% | -9.0% | -15.4% |
| 3M | -12.3% | +23.1% | -35.3% | -16.6% |
| 6M | -27.7% | +75.3% | -103.0% | -37.0% |
| YTD | +32.0% | +14.1% | +17.9% | +26.4% |
| 1Y | +25.1% | -0.6% | +25.7% | +23.9% |
| 3Y | +146.5% | +20.8% | +125.7% | +139.9% |
| All | +146.5% | +18.0% | +128.5% | +139.9% |
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