+9,437.6%
MPWR vs ET
+1,313.9%
+8,123.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +17.3% | +1.8% | +15.5% | +16.7% |
| 30D | +12.1% | -3.0% | +15.1% | +13.1% |
| 3M | +5.6% | -4.7% | +10.3% | +7.1% |
| 6M | -10.7% | +2.7% | -13.4% | -11.9% |
| YTD | +64.0% | +26.5% | +37.4% | +51.3% |
| 1Y | +55.9% | +25.0% | +31.0% | +44.3% |
| 3Y | +199.5% | +85.4% | +114.1% | +149.0% |
| 5Y | +176.6% | +215.5% | -38.9% | +98.0% |
| 10Y | +1,921.6% | +161.3% | +1,760.3% | +1,311.5% |
| All | +9,437.6% | +1,313.9% | +8,123.7% | +2,464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling