+134.3%
MPWR vs PENG
+153.0%
-18.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -23.0% | +12.7% | -0.4% |
| 7D | -5.6% | -36.7% | +31.1% | +12.9% |
| 30D | -23.2% | -42.0% | +18.8% | -6.1% |
| 3M | -15.8% | -33.2% | +17.4% | -4.4% |
| 6M | -28.5% | +2.1% | -30.7% | -38.5% |
| YTD | +25.5% | +90.3% | -64.8% | -23.4% |
| 1Y | +13.9% | +67.7% | -53.8% | -26.1% |
| All | +134.3% | +153.0% | -18.8% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling