-21.5%
PFE vs MPWR
+157.3%
-178.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -0.7% | +2.2% | -2.9% | -0.8% |
| 30D | +5.3% | -2.1% | +7.4% | +5.3% |
| 3M | +10.1% | -1.6% | +11.7% | +10.0% |
| 6M | +18.0% | -14.9% | +33.0% | +18.3% |
| YTD | +25.8% | +50.5% | -24.7% | +22.1% |
| 1Y | +28.4% | +40.0% | -11.5% | +25.1% |
| 3Y | +20.9% | +175.0% | -154.0% | +11.0% |
| 5Y | -21.5% | +162.0% | -183.5% | -31.4% |
| All | -21.5% | +157.3% | -178.8% | -31.4% |
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