+1,791.8%
MPWR vs PH
+737.8%
+1,054.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.9% |
| 7D | +2.2% | +2.1% | +0.1% | +1.1% |
| 30D | -2.1% | +0.3% | -2.3% | -1.6% |
| 3M | -1.6% | -8.8% | +7.2% | +6.5% |
| 6M | -14.9% | +10.0% | -25.0% | -20.5% |
| YTD | +50.5% | +10.5% | +40.1% | +40.7% |
| 1Y | +40.0% | +15.5% | +24.5% | +26.6% |
| 3Y | +175.0% | +136.4% | +38.6% | +50.0% |
| 5Y | +162.0% | +213.6% | -51.6% | +17.4% |
| 10Y | +1,791.8% | +713.9% | +1,077.9% | +390.4% |
| All | +1,791.8% | +737.8% | +1,054.0% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling