+157.9%
MPWR vs PHM
+162.1%
-4.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -0.7% |
| 30D | -9.0% | -6.4% | -2.6% | -5.7% |
| 3M | -25.8% | +5.5% | -31.3% | -29.6% |
| 6M | +11.8% | -5.4% | +17.2% | +13.4% |
| YTD | +35.5% | +6.6% | +28.9% | +26.4% |
| 1Y | +45.3% | -8.8% | +54.2% | +48.3% |
| 3Y | +138.5% | +54.1% | +84.3% | +60.0% |
| All | +157.9% | +162.1% | -4.2% | +13.8% |
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