+155.2%
MPWR vs GAP
+9.0%
+146.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.6% | -4.5% | +1.9% | -1.2% |
| 30D | -9.0% | +9.0% | -18.1% | -12.4% |
| 3M | -25.8% | +5.0% | -30.8% | -27.9% |
| 6M | +11.8% | -17.8% | +29.6% | +17.0% |
| YTD | +35.5% | -10.4% | +45.9% | +37.4% |
| 1Y | +45.3% | -3.4% | +48.7% | +42.8% |
| 3Y | +138.5% | +111.5% | +27.0% | +66.6% |
| All | +155.2% | +9.0% | +146.2% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling