+155.6%
MPWR vs ET
+242.4%
-86.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | -12.8% | +5.3% | -18.1% | -15.7% |
| 3M | -21.3% | +15.6% | -37.0% | -28.8% |
| 6M | +13.7% | +20.6% | -6.9% | -0.5% |
| YTD | +33.3% | +38.5% | -5.3% | +5.6% |
| 1Y | +41.3% | +35.7% | +5.6% | +13.4% |
| 3Y | +145.8% | +98.4% | +47.4% | +58.6% |
| 5Y | +155.6% | +245.3% | -89.7% | +32.0% |
| All | +155.6% | +242.4% | -86.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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