+13,397.9%
MPWR vs PCG
-34.1%
+13,432.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.9% |
| 3M | -15.8% | -22.8% | +7.0% | -12.8% |
| 6M | -28.5% | -18.4% | -10.1% | -26.9% |
| YTD | +25.5% | -16.9% | +42.3% | +27.7% |
| 1Y | +13.9% | -17.6% | +31.5% | +16.0% |
| 3Y | +134.6% | -20.0% | +154.5% | +138.1% |
| 5Y | +114.8% | +16.0% | +98.8% | +105.0% |
| 10Y | +1,499.3% | -76.7% | +1,576.0% | +1,806.9% |
| All | +13,397.9% | -34.1% | +13,432.0% | +10,900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling