+1,542.6%
MPWR vs PCAR
+296.2%
+1,246.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.6% | +7.0% |
| 7D | -1.7% | +0.1% | -1.8% | -2.1% |
| 30D | -16.5% | -4.6% | -12.0% | -14.1% |
| 3M | -12.3% | -22.6% | +10.3% | +5.6% |
| 6M | -27.7% | -12.0% | -15.8% | -21.5% |
| YTD | +32.0% | -6.1% | +38.1% | +37.3% |
| 1Y | +25.1% | +6.3% | +18.8% | +18.1% |
| 3Y | +146.5% | +31.8% | +114.7% | +94.4% |
| 5Y | +126.0% | +104.2% | +21.9% | +28.2% |
| All | +1,542.6% | +296.2% | +1,246.4% | +566.9% |
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