+42.0%
MPWR vs PFGC
-8.4%
+50.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -13.1% | -15.8% | +2.7% | -10.4% |
| 3M | -21.7% | -0.6% | -21.1% | -23.3% |
| 6M | +19.5% | +10.7% | +8.8% | +11.8% |
| YTD | +34.9% | +7.6% | +27.3% | +28.7% |
| 1Y | +42.0% | -7.8% | +49.8% | +35.2% |
| All | +42.0% | -8.4% | +50.4% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling