+1,677.2%
MPWR vs PSLV
+190.6%
+1,486.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +0.9% | -3.5% | +4.3% | +1.9% |
| 30D | -13.4% | -2.1% | -11.2% | -12.8% |
| 3M | -22.2% | -1.6% | -20.6% | -22.1% |
| 6M | +15.7% | -25.5% | +41.2% | +25.3% |
| YTD | +36.7% | -11.4% | +48.1% | +35.0% |
| 1Y | +47.9% | +48.6% | -0.7% | +21.3% |
| 3Y | +159.7% | +166.9% | -7.2% | +75.3% |
| 5Y | +159.1% | +152.4% | +6.7% | +74.5% |
| All | +1,677.2% | +190.6% | +1,486.6% | +933.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling