+514.9%
GEV vs MPWR
+111.3%
+403.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | 0.0% |
| 7D | +3.7% | +16.8% | -13.1% | -4.1% |
| 30D | -14.7% | +11.9% | -26.5% | -19.3% |
| 3M | -23.4% | +2.2% | -25.6% | -24.8% |
| 6M | -24.3% | -15.5% | -8.8% | -20.3% |
| YTD | +23.2% | +54.2% | -31.0% | -1.9% |
| 1Y | +44.2% | +51.5% | -7.2% | +16.2% |
| All | +514.9% | +111.3% | +403.6% | +303.8% |
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 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