+989.7%
MPWR vs ESTC
+31.2%
+958.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.5% |
| 7D | -2.6% | -8.1% | +5.5% | +0.2% |
| 30D | -9.0% | +31.7% | -40.7% | -19.6% |
| 3M | -25.8% | +41.1% | -66.9% | -36.6% |
| 6M | +11.8% | +77.1% | -65.3% | -15.1% |
| YTD | +35.5% | +21.7% | +13.8% | +17.2% |
| 1Y | +45.3% | +8.4% | +36.9% | +29.5% |
| 3Y | +138.5% | +23.6% | +114.8% | +79.3% |
| 5Y | +152.8% | -46.5% | +199.2% | +147.6% |
| All | +989.7% | +31.2% | +958.6% | +529.5% |
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