+1,788.2%
MPWR vs PPG
+53.9%
+1,734.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.1% |
| 7D | +16.8% | +0.7% | +16.1% | +16.5% |
| 30D | +11.9% | +17.6% | -5.7% | -1.0% |
| 3M | +2.2% | +7.5% | -5.3% | -3.5% |
| 6M | -15.5% | +17.6% | -33.1% | -26.4% |
| YTD | +54.2% | +22.6% | +31.6% | +29.1% |
| 1Y | +51.5% | +28.0% | +23.5% | +22.6% |
| 3Y | +180.2% | +1.8% | +178.4% | +166.9% |
| 5Y | +156.8% | -15.5% | +172.2% | +174.5% |
| All | +1,788.2% | +53.9% | +1,734.3% | +1,184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling