+107.5%
GILD vs MPWR
+138.1%
-30.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -4.2% | -2.3% | -2.0% | -4.2% |
| 30D | +6.7% | -15.4% | +22.1% | +6.9% |
| 3M | +20.0% | -19.4% | +39.3% | +20.3% |
| 6M | -1.3% | +12.7% | -14.1% | -2.2% |
| YTD | +19.4% | +31.3% | -11.9% | +18.1% |
| 1Y | +28.9% | +39.7% | -10.7% | +27.2% |
| All | +107.5% | +138.1% | -30.6% | +89.1% |
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