+908.9%
MPWR vs ESTC
+20.3%
+888.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.1% | -4.2% | -8.1% |
| 7D | -5.6% | -18.5% | +12.9% | +1.4% |
| 30D | -23.2% | -11.0% | -12.2% | -20.2% |
| 3M | -15.8% | +20.8% | -36.6% | -23.6% |
| 6M | -28.5% | +67.9% | -96.4% | -44.2% |
| YTD | +25.5% | +11.6% | +13.8% | +11.4% |
| 1Y | +13.9% | -3.3% | +17.1% | +6.2% |
| 3Y | +134.6% | +16.4% | +118.2% | +79.8% |
| 5Y | +114.8% | -49.9% | +164.7% | +114.8% |
| All | +908.9% | +20.3% | +888.6% | +498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling