+14,101.9%
MPWR vs PHM
+455.8%
+13,646.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +5.9% |
| 7D | -1.7% | +6.2% | -8.0% | -4.2% |
| 30D | -16.5% | +17.9% | -34.5% | -21.9% |
| 3M | -12.3% | +2.5% | -14.8% | -13.9% |
| 6M | -27.7% | +10.8% | -38.5% | -31.6% |
| YTD | +32.0% | +13.7% | +18.3% | +23.5% |
| 1Y | +25.1% | +12.4% | +12.7% | +17.4% |
| 3Y | +146.5% | +65.6% | +80.8% | +99.4% |
| 5Y | +126.0% | +175.3% | -49.3% | +53.9% |
| 10Y | +1,582.7% | +713.9% | +868.8% | +685.0% |
| All | +14,101.9% | +455.8% | +13,646.1% | +5,405.5% |
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