+1,632.7%
MPWR vs PPL
+54.8%
+1,577.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | +2.7% | -5.2% | -3.6% |
| 30D | -9.0% | +0.5% | -9.5% | -9.2% |
| 3M | -25.8% | +0.7% | -26.5% | -26.5% |
| 6M | +11.8% | -7.6% | +19.4% | +14.4% |
| YTD | +35.5% | +1.8% | +33.7% | +33.1% |
| 1Y | +45.3% | -0.8% | +46.1% | +43.9% |
| 3Y | +138.5% | +56.9% | +81.6% | +85.1% |
| 5Y | +152.8% | +39.5% | +113.2% | +107.3% |
| All | +1,632.7% | +54.8% | +1,577.9% | +1,165.7% |
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