+2,025.3%
MPWR vs PR
+160.5%
+1,864.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.5% | +1.5% | -4.4% |
| 7D | +4.1% | -12.1% | +16.2% | +5.4% |
| 30D | -14.8% | +0.9% | -15.7% | -14.9% |
| 3M | -5.4% | +10.1% | -15.5% | -6.6% |
| 6M | -19.6% | +1.1% | -20.7% | -20.0% |
| YTD | +39.8% | +63.7% | -23.8% | +32.1% |
| 1Y | +32.5% | +87.0% | -54.5% | +23.3% |
| 3Y | +161.4% | +70.7% | +90.7% | +145.0% |
| 5Y | +144.5% | +246.8% | -102.3% | +114.4% |
| 10Y | +1,682.6% | +72.6% | +1,610.0% | +1,701.4% |
| All | +2,025.3% | +160.5% | +1,864.9% | +2,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling