+1,657.7%
MPWR vs PEGA
+187.4%
+1,470.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -2.6% | +3.3% | -5.9% | -3.8% |
| 30D | -9.0% | +17.7% | -26.8% | -15.4% |
| 3M | -25.8% | +5.8% | -31.6% | -29.6% |
| 6M | +11.8% | -20.3% | +32.0% | +17.4% |
| YTD | +35.5% | -37.1% | +72.6% | +54.3% |
| 1Y | +45.3% | -30.2% | +75.5% | +55.4% |
| 3Y | +138.5% | +48.1% | +90.3% | +57.2% |
| 5Y | +152.8% | -46.8% | +199.6% | +187.1% |
| All | +1,657.7% | +187.4% | +1,470.3% | +818.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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