+1,153.2%
MPWR vs PENG
+520.3%
+632.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -23.0% | +12.7% | -1.6% |
| 7D | -5.6% | -36.7% | +31.1% | +10.5% |
| 30D | -23.2% | -42.0% | +18.8% | -8.3% |
| 3M | -15.8% | -33.2% | +17.4% | -5.4% |
| 6M | -28.5% | +2.1% | -30.7% | -35.0% |
| YTD | +25.5% | +90.3% | -64.8% | -11.6% |
| 1Y | +13.9% | +67.7% | -53.8% | -16.1% |
| 3Y | +134.6% | +154.2% | -19.7% | +42.4% |
| 5Y | +114.8% | +28.3% | +86.5% | +53.7% |
| All | +1,153.2% | +520.3% | +632.8% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling