+1,788.2%
MPWR vs PCG
-76.0%
+1,864.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.2% |
| 7D | +16.8% | +2.2% | +14.7% | +16.5% |
| 30D | +11.9% | +0.8% | +11.1% | +11.8% |
| 3M | +2.2% | -23.8% | +26.0% | +5.1% |
| 6M | -15.5% | -19.6% | +4.1% | -13.9% |
| YTD | +54.2% | -16.7% | +70.9% | +56.2% |
| 1Y | +51.5% | -19.4% | +70.8% | +54.0% |
| 3Y | +180.2% | -18.3% | +198.5% | +182.7% |
| 5Y | +156.8% | +10.4% | +146.4% | +149.8% |
| All | +1,788.2% | -76.0% | +1,864.2% | +1,682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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