+155.6%
MPWR vs PNR
-20.5%
+176.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.3% |
| 7D | -1.3% | -3.9% | +2.6% | +1.8% |
| 30D | -12.8% | -13.8% | +1.0% | -2.5% |
| 3M | -21.3% | -22.5% | +1.2% | -6.8% |
| 6M | +13.7% | -37.2% | +50.9% | +61.3% |
| YTD | +33.3% | -44.2% | +77.5% | +107.6% |
| 1Y | +41.3% | -46.6% | +87.9% | +129.4% |
| 3Y | +145.8% | -12.5% | +158.3% | +152.7% |
| 5Y | +155.6% | -19.3% | +175.0% | +159.6% |
| All | +155.6% | -20.5% | +176.1% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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