+1,677.2%
MPWR vs GDDY
+207.2%
+1,469.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.2% |
| 30D | -13.4% | +6.8% | -20.2% | -17.5% |
| 3M | -22.2% | +30.5% | -52.7% | -37.5% |
| 6M | +15.7% | +13.3% | +2.3% | -2.5% |
| YTD | +36.7% | -21.0% | +57.6% | +40.9% |
| 1Y | +47.9% | -34.0% | +81.9% | +70.8% |
| 3Y | +159.7% | +33.1% | +126.6% | +78.6% |
| 5Y | +159.1% | +30.3% | +128.8% | +82.7% |
| All | +1,677.2% | +207.2% | +1,469.9% | +681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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