+156.2%
MPWR vs ESTC
-52.1%
+208.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | +16.8% | +2.4% | +14.4% | +16.1% |
| 30D | +11.9% | -4.2% | +16.1% | +13.3% |
| 3M | +2.2% | +2.5% | -0.3% | -0.3% |
| 6M | -15.5% | +81.5% | -97.0% | -33.9% |
| YTD | +54.2% | +16.8% | +37.3% | +37.5% |
| 1Y | +51.5% | -3.5% | +54.9% | +44.6% |
| 3Y | +180.2% | +17.7% | +162.5% | +118.9% |
| All | +156.2% | -52.1% | +208.3% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling