+282.9%
MPWR vs PCOR
-30.9%
+313.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.5% |
| 7D | -2.6% | -9.0% | +6.4% | +1.1% |
| 30D | -9.0% | +4.2% | -13.2% | -11.3% |
| 3M | -25.8% | +14.4% | -40.2% | -31.4% |
| 6M | +11.8% | +0.2% | +11.6% | +5.9% |
| YTD | +35.5% | -20.3% | +55.8% | +40.7% |
| 1Y | +45.3% | -16.1% | +61.4% | +45.2% |
| 3Y | +138.5% | -14.7% | +153.2% | +122.4% |
| 5Y | +152.8% | -43.2% | +195.9% | +130.4% |
| All | +282.9% | -30.9% | +313.9% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling