+6,569.4%
MPWR vs PBF
+303.9%
+6,265.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.3% |
| 6M | +11.8% | +67.7% | -55.9% | +1.3% |
| YTD | +35.5% | +179.2% | -143.7% | +12.5% |
| 1Y | +45.3% | +170.0% | -124.7% | +20.4% |
| 3Y | +138.5% | +66.4% | +72.1% | +105.3% |
| 5Y | +152.8% | +764.5% | -611.7% | +63.1% |
| 10Y | +1,616.6% | +358.5% | +1,258.1% | +944.6% |
| All | +6,569.4% | +303.9% | +6,265.5% | +3,842.0% |
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