+134.3%
MPWR vs PCG
-20.0%
+154.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.0% | -10.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -23.2% | +5.8% | -29.1% | -23.7% |
| 3M | -15.8% | -22.8% | +7.0% | -13.5% |
| 6M | -28.5% | -18.4% | -10.1% | -27.7% |
| YTD | +25.5% | -16.9% | +42.3% | +26.7% |
| 1Y | +13.9% | -17.6% | +31.5% | +15.2% |
| All | +134.3% | -20.0% | +154.3% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling