+125.2%
MPWR vs PHM
+175.2%
-50.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +6.3% |
| 7D | -1.7% | +6.2% | -8.0% | -5.7% |
| 30D | -16.5% | +17.9% | -34.5% | -25.2% |
| 3M | -12.3% | +2.5% | -14.8% | -14.9% |
| 6M | -27.7% | +10.8% | -38.5% | -34.3% |
| YTD | +32.0% | +13.7% | +18.3% | +16.9% |
| 1Y | +25.1% | +12.4% | +12.7% | +11.3% |
| 3Y | +146.5% | +65.6% | +80.8% | +55.9% |
| All | +125.2% | +175.2% | -50.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling