+1,786.5%
MPWR vs PH
+778.3%
+1,008.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.2% | +12.4% | +13.3% |
| 7D | +11.6% | +3.0% | +8.5% | +9.8% |
| 30D | +0.1% | -0.6% | +0.7% | +1.3% |
| 3M | -0.8% | -10.7% | +9.9% | +9.1% |
| 6M | -13.0% | +9.1% | -22.1% | -18.1% |
| YTD | +53.9% | +9.5% | +44.4% | +44.9% |
| 1Y | +45.8% | +14.0% | +31.8% | +33.2% |
| 3Y | +194.3% | +138.9% | +55.4% | +59.8% |
| 5Y | +160.1% | +209.1% | -49.0% | +18.2% |
| 10Y | +1,786.5% | +737.3% | +1,049.2% | +418.8% |
| All | +1,786.5% | +778.3% | +1,008.2% | +418.8% |
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 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