+1,865.4%
MPWR vs PCAR
+287.3%
+1,578.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -0.8% |
| 7D | +27.9% | +2.1% | +25.8% | +26.3% |
| 30D | +9.7% | -1.2% | +10.9% | +10.6% |
| 3M | +1.7% | -18.6% | +20.3% | +18.5% |
| 6M | -9.2% | -5.1% | -4.2% | -6.4% |
| YTD | +60.5% | -1.8% | +62.3% | +62.1% |
| 1Y | +52.0% | +10.6% | +41.4% | +39.8% |
| 3Y | +193.1% | +34.9% | +158.2% | +127.3% |
| 5Y | +167.3% | +114.0% | +53.3% | +45.9% |
| All | +1,865.4% | +287.3% | +1,578.1% | +630.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling