+254.5%
MPWR vs PCOR
-10.0%
+264.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -5.6% | +23.7% | -29.3% | -13.9% |
| 30D | -23.2% | +39.0% | -62.2% | -33.2% |
| 3M | -15.8% | +35.8% | -51.5% | -27.2% |
| 6M | -28.5% | +38.2% | -66.8% | -40.2% |
| YTD | +25.5% | +3.9% | +21.5% | +15.4% |
| 1Y | +13.9% | +5.7% | +8.2% | +3.0% |
| 3Y | +134.6% | +44.8% | +89.8% | +71.1% |
| 5Y | +114.8% | -19.8% | +134.6% | +72.9% |
| All | +254.5% | -10.0% | +264.5% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling