+146.5%
MPWR vs PH
+135.3%
+11.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +2.3% |
| 7D | -1.7% | +2.0% | -3.7% | -3.3% |
| 30D | -16.5% | -3.7% | -12.8% | -13.0% |
| 3M | -12.3% | -14.0% | +1.8% | +2.5% |
| 6M | -27.7% | +2.1% | -29.8% | -29.4% |
| YTD | +32.0% | +5.1% | +26.9% | +25.0% |
| 1Y | +25.1% | +10.9% | +14.1% | +11.9% |
| 3Y | +146.5% | +132.9% | +13.5% | -0.3% |
| All | +146.5% | +135.3% | +11.1% | -0.3% |
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