+180.2%
MPWR vs PHM
+59.3%
+121.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +16.8% | -4.1% | +20.9% | +19.0% |
| 30D | +11.9% | +16.1% | -4.3% | +3.7% |
| 3M | +2.2% | -2.5% | +4.7% | +2.6% |
| 6M | -15.5% | +12.9% | -28.4% | -22.4% |
| YTD | +54.2% | +9.0% | +45.2% | +43.0% |
| 1Y | +51.5% | +8.2% | +43.3% | +40.7% |
| 3Y | +180.2% | +58.4% | +121.8% | +90.3% |
| All | +180.2% | +59.3% | +121.0% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling