+1,788.2%
MPWR vs PFGC
+351.0%
+1,437.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.3% |
| 7D | +16.8% | +3.4% | +13.4% | +15.8% |
| 30D | +11.9% | +16.9% | -5.1% | +6.1% |
| 3M | +2.2% | +6.4% | -4.2% | -0.3% |
| 6M | -15.5% | +16.0% | -31.5% | -20.3% |
| YTD | +54.2% | +23.6% | +30.6% | +42.3% |
| 1Y | +51.5% | +16.6% | +34.8% | +42.1% |
| 3Y | +180.2% | +82.3% | +97.9% | +130.2% |
| 5Y | +156.8% | +138.7% | +18.0% | +96.4% |
| All | +1,788.2% | +351.0% | +1,437.2% | +1,098.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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