+1,437.4%
MPWR vs PENG
+661.7%
+775.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +9.3% | +7.3% | +13.1% |
| 7D | +11.6% | -3.8% | +15.4% | +12.6% |
| 30D | +0.1% | -40.1% | +40.2% | +19.1% |
| 3M | -0.8% | -21.8% | +21.0% | +5.1% |
| 6M | -13.0% | +3.3% | -16.4% | -20.7% |
| YTD | +53.9% | +133.6% | -79.7% | +0.5% |
| 1Y | +45.8% | +110.7% | -64.9% | -1.3% |
| 3Y | +194.3% | +204.3% | -10.0% | +67.1% |
| 5Y | +160.1% | +54.4% | +105.8% | +73.5% |
| All | +1,437.4% | +661.7% | +775.7% | +595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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