+9.7%
PYPL vs MPWR
+146.8%
-137.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.2% |
| 7D | +3.9% | -1.7% | +5.7% | +4.0% |
| 30D | +7.8% | -16.5% | +24.3% | +10.0% |
| 3M | -0.7% | -12.3% | +11.6% | +0.5% |
| 6M | +28.8% | -27.7% | +56.5% | +32.8% |
| YTD | +2.4% | +32.0% | -29.6% | -6.1% |
| 1Y | -9.6% | +25.1% | -34.7% | -16.3% |
| 3Y | +9.7% | +146.5% | -136.8% | -23.4% |
| All | +9.7% | +146.8% | -137.1% | -23.4% |
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 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