-28.5%
MPWR vs PCG
-17.9%
-10.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.0% | -10.4% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -23.2% | +5.8% | -29.1% | -22.7% |
| 3M | -15.8% | -22.8% | +7.0% | -18.4% |
| 6M | -28.5% | -18.4% | -10.1% | -29.8% |
| All | -28.5% | -17.9% | -10.6% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling