+134.3%
MPWR vs PRU
+50.4%
+83.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.3% | -7.0% | -8.6% |
| 7D | -5.6% | +4.8% | -10.4% | -7.9% |
| 30D | -23.2% | +7.9% | -31.1% | -26.4% |
| 3M | -15.8% | +3.1% | -18.9% | -17.5% |
| 6M | -28.5% | +25.2% | -53.8% | -38.6% |
| YTD | +25.5% | +12.7% | +12.7% | +14.7% |
| 1Y | +13.9% | +23.5% | -9.6% | -2.5% |
| All | +134.3% | +50.4% | +83.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling