+1,542.6%
MPWR vs PEGA
+101.4%
+1,441.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +6.6% |
| 7D | -1.7% | -4.5% | +2.8% | 0.0% |
| 30D | -16.5% | -5.7% | -10.8% | -15.0% |
| 3M | -12.3% | +2.6% | -14.8% | -14.9% |
| 6M | -27.7% | -10.6% | -17.1% | -28.1% |
| YTD | +32.0% | -45.5% | +77.5% | +57.5% |
| 1Y | +25.1% | -44.8% | +69.9% | +48.0% |
| 3Y | +146.5% | +45.5% | +101.0% | +57.0% |
| 5Y | +126.0% | -45.3% | +171.4% | +141.9% |
| All | +1,542.6% | +101.4% | +1,441.2% | +756.3% |
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