+155.2%
MPWR vs PCAR
+168.1%
-12.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.2% |
| 30D | -9.0% | -6.2% | -2.8% | -4.1% |
| 3M | -25.8% | +5.9% | -31.7% | -29.6% |
| 6M | +11.8% | +0.4% | +11.4% | +11.1% |
| YTD | +35.5% | +14.8% | +20.7% | +20.9% |
| 1Y | +45.3% | +30.1% | +15.2% | +16.3% |
| 3Y | +138.5% | +66.7% | +71.8% | +48.8% |
| All | +155.2% | +168.1% | -12.9% | +7.0% |
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