+1,632.0%
MPWR vs PBF
+345.4%
+1,286.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -2.6% | +4.3% | -6.9% | -3.2% |
| 30D | -9.0% | +22.0% | -31.0% | -11.9% |
| 3M | -25.8% | +74.5% | -100.3% | -32.2% |
| 6M | +11.8% | +67.7% | -55.9% | +1.4% |
| YTD | +35.5% | +179.2% | -143.7% | +12.8% |
| 1Y | +45.3% | +170.0% | -124.7% | +20.7% |
| 3Y | +138.5% | +66.4% | +72.1% | +105.2% |
| 5Y | +152.8% | +764.5% | -611.7% | +64.6% |
| All | +1,632.0% | +345.4% | +1,286.6% | +1,048.2% |
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