+114.8%
MPWR vs PPL
+47.7%
+67.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.8% | -11.1% | -10.4% |
| 7D | -5.6% | +1.0% | -6.7% | -5.8% |
| 30D | -23.2% | +6.8% | -30.0% | -24.3% |
| 3M | -15.8% | +3.9% | -19.6% | -16.5% |
| 6M | -28.5% | -2.0% | -26.5% | -28.4% |
| YTD | +25.5% | +5.3% | +20.2% | +23.0% |
| 1Y | +13.9% | +2.2% | +11.7% | +12.5% |
| 3Y | +134.6% | +56.7% | +77.8% | +86.1% |
| 5Y | +114.8% | +49.1% | +65.8% | +73.0% |
| All | +114.8% | +47.7% | +67.2% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling