+114.8%
MPWR vs PR
+225.6%
-110.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.9% | -5.4% | -8.8% |
| 7D | -5.6% | -16.5% | +10.9% | -0.5% |
| 30D | -23.2% | -4.5% | -18.7% | -22.4% |
| 3M | -15.8% | +8.5% | -24.3% | -18.6% |
| 6M | -28.5% | -3.3% | -25.2% | -28.8% |
| YTD | +25.5% | +55.7% | -30.2% | +5.9% |
| 1Y | +13.9% | +82.0% | -68.2% | -9.3% |
| 3Y | +134.6% | +62.5% | +72.1% | +90.5% |
| 5Y | +114.8% | +223.9% | -109.1% | +34.0% |
| All | +114.8% | +225.6% | -110.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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