-30.7%
GEV vs MPWR
-24.5%
-6.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -2.4% |
| 7D | -9.8% | -1.7% | -8.0% | -8.6% |
| 30D | -22.3% | -16.5% | -5.8% | -14.9% |
| 3M | -22.6% | -12.3% | -10.3% | -17.5% |
| 6M | -30.7% | -27.7% | -3.0% | -21.9% |
| All | -30.7% | -24.5% | -6.3% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling