+156.2%
MPWR vs PBF
+419.4%
-263.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | +16.8% | +6.5% | +10.4% | +15.8% |
| 30D | +11.9% | -20.0% | +31.9% | +15.4% |
| 3M | +2.2% | -3.3% | +5.5% | +2.1% |
| 6M | -15.5% | +76.8% | -92.3% | -23.3% |
| YTD | +54.2% | +168.9% | -114.8% | +26.4% |
| 1Y | +51.5% | +96.4% | -44.9% | +31.4% |
| 3Y | +180.2% | +77.2% | +103.0% | +127.2% |
| All | +156.2% | +419.4% | -263.2% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling