+146.5%
MPWR vs PBF
+59.0%
+87.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.5% |
| 7D | -1.7% | -13.8% | +12.0% | +0.4% |
| 30D | -16.5% | -19.6% | +3.1% | -14.1% |
| 3M | -12.3% | +10.3% | -22.5% | -14.3% |
| 6M | -27.7% | +63.4% | -91.2% | -34.0% |
| YTD | +32.0% | +152.6% | -120.6% | +5.3% |
| 1Y | +25.1% | +87.4% | -62.3% | +7.3% |
| 3Y | +146.5% | +63.3% | +83.2% | +78.5% |
| All | +146.5% | +59.0% | +87.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling