+43.1%
MPWR vs GAP
-4.6%
+47.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.5% | +13.1% | +15.8% |
| 7D | +11.6% | 0.0% | +11.5% | +11.6% |
| 30D | +0.1% | -4.3% | +4.4% | +1.1% |
| 3M | -0.8% | +9.4% | -10.2% | -3.7% |
| 6M | -13.0% | -3.3% | -9.7% | -12.8% |
| YTD | +53.9% | -10.5% | +64.4% | +58.4% |
| All | +43.1% | -4.6% | +47.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling