+424.8%
PEP vs MPWR
+16,239.8%
-15,815.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.8% | +4.2% |
| 7D | +7.4% | +4.1% | +3.3% | +7.0% |
| 30D | +13.3% | -14.8% | +28.1% | +14.6% |
| 3M | +3.5% | -5.4% | +8.9% | +3.6% |
| 6M | -5.9% | -19.6% | +13.7% | -5.2% |
| YTD | +2.3% | +39.8% | -37.6% | -2.3% |
| 1Y | +3.7% | +32.5% | -28.8% | -0.6% |
| 3Y | -4.8% | +161.4% | -166.3% | -17.8% |
| 5Y | +1.9% | +144.5% | -142.5% | -14.2% |
| 10Y | +83.5% | +1,682.6% | -1,599.1% | +22.2% |
| All | +424.8% | +16,239.8% | -15,815.1% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling