+1,788.2%
MPWR vs PPL
+67.2%
+1,721.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.4% |
| 7D | +16.8% | -0.4% | +17.2% | +16.9% |
| 30D | +11.9% | +2.6% | +9.2% | +10.4% |
| 3M | +2.2% | +0.8% | +1.4% | +1.5% |
| 6M | -15.5% | +1.4% | -16.9% | -16.7% |
| YTD | +54.2% | +4.3% | +49.9% | +49.5% |
| 1Y | +51.5% | +0.8% | +50.7% | +48.8% |
| 3Y | +180.2% | +57.9% | +122.3% | +116.7% |
| 5Y | +156.8% | +48.3% | +108.4% | +104.1% |
| All | +1,788.2% | +67.2% | +1,721.1% | +1,213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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