+1.1%
PEP vs MPWR
+117.3%
-116.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.3% | +10.5% | +0.2% |
| 7D | +6.7% | -5.6% | +12.3% | +6.6% |
| 30D | +13.5% | -23.2% | +36.7% | +13.5% |
| 3M | +3.9% | -15.8% | +19.7% | +3.9% |
| 6M | -6.0% | -28.5% | +22.6% | -5.9% |
| YTD | +2.5% | +25.5% | -23.0% | +1.5% |
| 1Y | +3.9% | +13.9% | -9.9% | +3.1% |
| 3Y | -4.7% | +134.6% | -139.2% | -9.7% |
| 5Y | +1.1% | +114.8% | -113.7% | -7.4% |
| All | +1.1% | +117.3% | -116.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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