+6,396.8%
MPWR vs PBF
+265.5%
+6,131.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.4% |
| 7D | -1.7% | -13.8% | +12.0% | +0.4% |
| 30D | -16.5% | -19.6% | +3.1% | -14.0% |
| 3M | -12.3% | +10.3% | -22.5% | -14.2% |
| 6M | -27.7% | +63.4% | -91.2% | -33.8% |
| YTD | +32.0% | +152.6% | -120.6% | +10.8% |
| 1Y | +25.1% | +87.4% | -62.3% | +9.7% |
| 3Y | +146.5% | +63.3% | +83.2% | +112.3% |
| 5Y | +126.0% | +412.5% | -286.4% | +58.1% |
| 10Y | +1,582.7% | +282.5% | +1,300.2% | +953.0% |
| All | +6,396.8% | +265.5% | +6,131.4% | +3,780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling