+155.2%
MPWR vs PENG
+115.2%
+40.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -2.2% |
| 7D | -2.6% | +4.5% | -7.1% | -4.7% |
| 30D | -9.0% | -7.1% | -1.9% | -6.5% |
| 3M | -25.8% | -27.3% | +1.4% | -18.5% |
| 6M | +11.8% | +169.6% | -157.8% | -38.5% |
| YTD | +35.5% | +164.6% | -129.1% | -25.4% |
| 1Y | +45.3% | +109.5% | -64.2% | -11.8% |
| 3Y | +138.5% | +98.9% | +39.5% | +26.9% |
| All | +155.2% | +115.2% | +40.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling