+155.6%
MPWR vs PFGC
+111.7%
+44.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -1.3% | -3.7% | +2.4% | +0.8% |
| 30D | -12.8% | -16.0% | +3.1% | -4.3% |
| 3M | -21.3% | -4.1% | -17.2% | -20.5% |
| 6M | +13.7% | +8.7% | +5.0% | +6.1% |
| YTD | +33.3% | +6.4% | +26.9% | +24.9% |
| 1Y | +41.3% | -8.4% | +49.7% | +44.0% |
| 3Y | +145.8% | +61.8% | +84.0% | +74.9% |
| 5Y | +155.6% | +108.7% | +46.9% | +59.3% |
| All | +155.6% | +111.7% | +44.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling