+14,479.0%
MPWR vs PCAR
+1,036.4%
+13,442.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.3% |
| 30D | -9.0% | -6.2% | -2.8% | -5.4% |
| 3M | -25.8% | +5.9% | -31.7% | -28.5% |
| 6M | +11.8% | +0.4% | +11.4% | +11.7% |
| YTD | +35.5% | +14.8% | +20.7% | +25.1% |
| 1Y | +45.3% | +30.1% | +15.2% | +23.8% |
| 3Y | +138.5% | +66.7% | +71.8% | +75.2% |
| 5Y | +152.8% | +166.1% | -13.4% | +41.9% |
| 10Y | +1,616.6% | +353.7% | +1,262.9% | +604.5% |
| All | +14,479.0% | +1,036.4% | +13,442.6% | +3,257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling