+620.7%
GEV vs MPWR
+85.7%
+535.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +3.3% | -2.6% | +5.9% | +4.5% |
| 30D | -7.5% | -9.0% | +1.6% | -3.5% |
| 3M | -2.2% | -25.8% | +23.7% | +10.5% |
| 6M | +12.1% | +11.8% | +0.3% | +4.4% |
| YTD | +44.4% | +35.5% | +8.9% | +22.9% |
| 1Y | +57.7% | +45.3% | +12.3% | +29.8% |
| All | +620.7% | +85.7% | +535.0% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling