+176.6%
MPWR vs PBR
+450.9%
-274.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.5% | +11.4% | +9.4% |
| 7D | +17.3% | -9.1% | +26.4% | +19.3% |
| 30D | +12.1% | -29.9% | +42.0% | +18.9% |
| 3M | +5.6% | +2.3% | +3.3% | +3.7% |
| 6M | -10.7% | -10.9% | +0.2% | -10.1% |
| YTD | +64.0% | +56.9% | +7.1% | +44.4% |
| 1Y | +55.9% | +38.0% | +17.9% | +41.2% |
| 3Y | +199.5% | +64.8% | +134.7% | +158.7% |
| 5Y | +176.6% | +447.1% | -270.5% | +87.4% |
| All | +176.6% | +450.9% | -274.3% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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