+32.5%
MPWR vs PH
+20.3%
+12.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -2.0% |
| 7D | +4.1% | -0.2% | +4.3% | +4.3% |
| 30D | -14.8% | -6.7% | -8.1% | -9.6% |
| 3M | -5.4% | -8.1% | +2.7% | +1.3% |
| 6M | -19.6% | +5.3% | -24.9% | -22.4% |
| YTD | +39.8% | +4.2% | +35.6% | +39.9% |
| 1Y | +32.5% | +19.3% | +13.2% | +35.8% |
| All | +32.5% | +20.3% | +12.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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