+13,397.9%
MPWR vs PH
+2,453.5%
+10,944.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.0% | -8.3% | -8.9% |
| 7D | -5.6% | -3.9% | -1.7% | -2.8% |
| 30D | -23.2% | -9.4% | -13.8% | -17.6% |
| 3M | -15.8% | -10.3% | -5.5% | -9.0% |
| 6M | -28.5% | +2.7% | -31.2% | -29.5% |
| YTD | +25.5% | +2.1% | +23.3% | +24.5% |
| 1Y | +13.9% | +16.2% | -2.3% | +2.9% |
| 3Y | +134.6% | +129.3% | +5.3% | +38.7% |
| 5Y | +114.8% | +191.7% | -76.9% | +9.8% |
| 10Y | +1,499.3% | +759.2% | +740.0% | +283.0% |
| All | +13,397.9% | +2,453.5% | +10,944.4% | +1,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling