+1,921.6%
MPWR vs PBF
+261.5%
+1,660.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.1% | +8.1% |
| 7D | +17.3% | -4.0% | +21.2% | +18.1% |
| 30D | +12.1% | -18.0% | +30.1% | +15.3% |
| 3M | +5.6% | +0.9% | +4.7% | +4.9% |
| 6M | -10.7% | +65.7% | -76.4% | -18.2% |
| YTD | +64.0% | +161.9% | -97.9% | +37.2% |
| 1Y | +55.9% | +77.8% | -21.9% | +38.3% |
| 3Y | +199.5% | +74.9% | +124.6% | +155.3% |
| 5Y | +176.6% | +423.4% | -246.8% | +93.8% |
| 10Y | +1,921.6% | +255.2% | +1,666.5% | +1,280.2% |
| All | +1,921.6% | +261.5% | +1,660.1% | +1,280.2% |
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