+63.3%
PFE vs MPWR
+1,477.9%
-1,414.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.3% | +7.3% | -2.1% |
| 7D | -0.2% | -5.6% | +5.4% | +0.2% |
| 30D | +8.7% | -23.2% | +31.9% | +10.9% |
| 3M | +15.8% | -15.8% | +31.6% | +17.0% |
| 6M | +16.8% | -28.5% | +45.4% | +19.1% |
| YTD | +26.2% | +25.5% | +0.7% | +20.9% |
| 1Y | +29.9% | +13.9% | +16.0% | +25.6% |
| 3Y | +15.9% | +134.6% | -118.6% | -0.9% |
| 5Y | -20.6% | +114.8% | -135.5% | -33.8% |
| All | +63.3% | +1,477.9% | -1,414.6% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling