+1,791.8%
MPWR vs PHM
+709.0%
+1,082.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -0.3% |
| 7D | +2.2% | +2.9% | -0.7% | +0.5% |
| 30D | -2.1% | +16.5% | -18.6% | -10.3% |
| 3M | -1.6% | +0.6% | -2.2% | -3.2% |
| 6M | -14.9% | +11.6% | -26.5% | -21.7% |
| YTD | +50.5% | +12.1% | +38.4% | +37.3% |
| 1Y | +40.0% | +9.6% | +30.4% | +28.9% |
| 3Y | +175.0% | +62.3% | +112.7% | +99.3% |
| 5Y | +162.0% | +170.4% | -8.4% | +43.7% |
| 10Y | +1,791.8% | +683.0% | +1,108.9% | +542.7% |
| All | +1,791.8% | +709.0% | +1,082.9% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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