+273.0%
MPWR vs PCOR
-10.3%
+283.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | -1.7% | +22.7% | -24.5% | -10.1% |
| 30D | -16.5% | +37.5% | -54.0% | -27.1% |
| 3M | -12.3% | +35.2% | -47.5% | -24.1% |
| 6M | -27.7% | +42.2% | -70.0% | -40.3% |
| YTD | +32.0% | +3.6% | +28.4% | +21.6% |
| 1Y | +25.1% | -4.8% | +29.8% | +20.2% |
| 3Y | +146.5% | +48.3% | +98.1% | +77.5% |
| 5Y | +126.0% | -20.1% | +146.1% | +82.1% |
| All | +273.0% | -10.3% | +283.4% | +200.9% |
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