+14,479.0%
MPWR vs PHM
+420.9%
+14,058.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -1.4% |
| 30D | -9.0% | -6.4% | -2.6% | -7.0% |
| 3M | -25.8% | +5.5% | -31.3% | -27.9% |
| 6M | +11.8% | -5.4% | +17.2% | +13.1% |
| YTD | +35.5% | +6.6% | +28.9% | +30.9% |
| 1Y | +45.3% | -8.8% | +54.2% | +47.7% |
| 3Y | +138.5% | +54.1% | +84.3% | +99.5% |
| 5Y | +152.8% | +144.5% | +8.3% | +80.3% |
| 10Y | +1,616.6% | +569.4% | +1,047.2% | +757.6% |
| All | +14,479.0% | +420.9% | +14,058.1% | +5,731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling