+1,542.6%
MPWR vs PPL
+62.0%
+1,480.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | -1.7% | +0.4% | -2.2% | -2.0% |
| 30D | -16.5% | +5.4% | -22.0% | -18.4% |
| 3M | -12.3% | +4.3% | -16.5% | -14.0% |
| 6M | -27.7% | -1.3% | -26.4% | -28.0% |
| YTD | +32.0% | +4.7% | +27.3% | +27.9% |
| 1Y | +25.1% | +1.3% | +23.8% | +22.8% |
| 3Y | +146.5% | +57.2% | +89.3% | +91.4% |
| 5Y | +126.0% | +48.2% | +77.8% | +80.1% |
| All | +1,542.6% | +62.0% | +1,480.6% | +1,075.1% |
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