+1,607.5%
MPWR vs PPG
+26.3%
+1,581.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.1% |
| 7D | -2.3% | -5.1% | +2.9% | +1.4% |
| 30D | -15.4% | -9.6% | -5.8% | -9.3% |
| 3M | -19.4% | -6.4% | -12.9% | -16.4% |
| 6M | +12.7% | +0.5% | +12.2% | +10.2% |
| YTD | +31.3% | +4.4% | +26.9% | +24.1% |
| 1Y | +39.7% | -0.9% | +40.6% | +36.5% |
| 3Y | +142.2% | -17.0% | +159.1% | +168.6% |
| 5Y | +149.0% | -23.7% | +172.6% | +188.7% |
| All | +1,607.5% | +26.3% | +1,581.2% | +1,260.2% |
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