+162.0%
MPWR vs PPL
+47.4%
+114.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.1% | +4.3% | -6.4% | -3.0% |
| 3M | -1.6% | +2.9% | -4.5% | -2.2% |
| 6M | -14.9% | +1.1% | -16.0% | -15.5% |
| YTD | +50.5% | +4.5% | +46.1% | +47.7% |
| 1Y | +40.0% | +0.1% | +39.9% | +39.0% |
| 3Y | +175.0% | +55.7% | +119.3% | +118.3% |
| 5Y | +162.0% | +47.6% | +114.4% | +110.5% |
| All | +162.0% | +47.4% | +114.6% | +110.5% |
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