+136.7%
MPWR vs PH
+134.7%
+2.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -2.6% | -3.1% | +0.5% | +0.3% |
| 30D | -9.0% | -3.2% | -5.8% | -6.6% |
| 3M | -25.8% | +10.6% | -36.4% | -33.3% |
| 6M | +11.8% | -2.1% | +13.9% | +13.2% |
| YTD | +35.5% | +10.2% | +25.3% | +22.2% |
| 1Y | +45.3% | +28.2% | +17.1% | +11.8% |
| All | +136.7% | +134.7% | +2.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling