+155.2%
MPWR vs PCG
+58.3%
+96.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -2.6% | -13.9% | +11.3% | +0.6% |
| 30D | -9.0% | -16.9% | +7.8% | -5.2% |
| 3M | -25.8% | -14.7% | -11.1% | -23.9% |
| 6M | +11.8% | -23.8% | +35.6% | +19.2% |
| YTD | +35.5% | -10.5% | +46.0% | +36.2% |
| 1Y | +45.3% | -5.1% | +50.4% | +42.0% |
| 3Y | +138.5% | -11.6% | +150.1% | +130.5% |
| All | +155.2% | +58.3% | +96.9% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling