-2.5%
PFE vs MPWR
+138.8%
-141.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | -2.6% | +4.3% | +1.8% |
| 30D | +10.2% | -9.0% | +19.3% | +10.5% |
| 3M | +12.7% | -25.8% | +38.5% | +13.7% |
| 6M | +10.5% | +11.8% | -1.2% | +9.2% |
| YTD | +20.2% | +35.5% | -15.4% | +17.3% |
| 1Y | +24.1% | +45.3% | -21.3% | +20.4% |
| All | -2.5% | +138.8% | -141.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling