+808.4%
GLD vs MPWR
+15,734.2%
-14,925.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +4.4% | -9.0% | +13.4% | +4.7% |
| 3M | -1.1% | -25.8% | +24.7% | -0.4% |
| 6M | -13.8% | +11.8% | -25.5% | -14.1% |
| YTD | +2.6% | +35.5% | -32.9% | +1.8% |
| 1Y | +24.5% | +45.3% | -20.8% | +23.3% |
| 3Y | +125.8% | +138.5% | -12.6% | +120.2% |
| 5Y | +137.8% | +152.8% | -15.0% | +130.3% |
| 10Y | +221.4% | +1,616.6% | -1,395.2% | +202.1% |
| All | +808.4% | +15,734.2% | -14,925.8% | +683.9% |
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 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