+45.3%
MPWR vs PBF
+176.4%
-131.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.8% |
| 7D | -2.6% | +4.3% | -6.9% | -2.5% |
| 30D | -9.0% | +22.0% | -31.0% | -8.9% |
| 3M | -25.8% | +74.5% | -100.3% | -24.1% |
| 6M | +11.8% | +67.7% | -55.9% | +13.7% |
| YTD | +35.5% | +179.2% | -143.7% | +30.7% |
| 1Y | +45.3% | +170.0% | -124.7% | +38.6% |
| All | +45.3% | +176.4% | -131.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling