+146.5%
MPWR vs PCG
-21.6%
+168.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +5.4% |
| 7D | -1.7% | -1.6% | -0.2% | -1.6% |
| 30D | -16.5% | +1.4% | -17.9% | -16.6% |
| 3M | -12.3% | -23.4% | +11.1% | -9.9% |
| 6M | -27.7% | -19.4% | -8.4% | -26.9% |
| YTD | +32.0% | -18.5% | +50.5% | +33.5% |
| 1Y | +25.1% | -19.5% | +44.6% | +27.0% |
| 3Y | +146.5% | -21.0% | +167.5% | +143.6% |
| All | +146.5% | -21.6% | +168.1% | +143.6% |
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