+205.0%
GLD vs MPWR
+1,560.2%
-1,355.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.0% |
| 7D | +4.7% | -1.7% | +6.5% | +4.7% |
| 30D | -0.9% | -16.5% | +15.6% | -0.1% |
| 3M | -4.4% | -12.3% | +7.9% | -4.0% |
| 6M | -13.6% | -27.7% | +14.2% | -12.6% |
| YTD | -6.0% | +32.0% | -38.0% | -7.2% |
| 1Y | +1.8% | +25.1% | -23.3% | +0.7% |
| 3Y | +103.2% | +146.5% | -43.3% | +95.6% |
| 5Y | +119.3% | +126.0% | -6.7% | +109.9% |
| All | +205.0% | +1,560.2% | -1,355.2% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling