+1,786.5%
MPWR vs PBF
+299.9%
+1,486.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.4% | +13.2% | +16.1% |
| 7D | +11.6% | -7.4% | +18.9% | +13.0% |
| 30D | +0.1% | -17.5% | +17.6% | +2.8% |
| 3M | -0.8% | +13.1% | -13.9% | -3.2% |
| 6M | -13.0% | +72.6% | -85.7% | -20.8% |
| YTD | +53.9% | +161.2% | -107.3% | +28.8% |
| 1Y | +45.8% | +93.3% | -47.5% | +27.5% |
| 3Y | +194.3% | +80.7% | +113.6% | +149.6% |
| 5Y | +160.1% | +396.1% | -235.9% | +83.6% |
| 10Y | +1,786.5% | +252.3% | +1,534.2% | +1,183.4% |
| All | +1,786.5% | +299.9% | +1,486.6% | +1,183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling