+114.8%
MPWR vs PCAR
+108.5%
+6.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.6% | -8.7% | -9.0% |
| 7D | -5.6% | +2.2% | -7.8% | -7.4% |
| 30D | -23.2% | -4.4% | -18.8% | -20.8% |
| 3M | -15.8% | -21.4% | +5.6% | +1.9% |
| 6M | -28.5% | -7.3% | -21.2% | -25.1% |
| YTD | +25.5% | -3.8% | +29.2% | +28.1% |
| 1Y | +13.9% | +6.3% | +7.6% | +6.9% |
| 3Y | +134.6% | +34.4% | +100.2% | +71.7% |
| 5Y | +114.8% | +109.2% | +5.6% | +3.5% |
| All | +114.8% | +108.5% | +6.3% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling