+283.2%
MPWR vs GEHC
+34.3%
+248.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.0% | +14.6% | +15.7% |
| 7D | +11.6% | +5.6% | +6.0% | +8.9% |
| 30D | +0.1% | +27.9% | -27.8% | -10.6% |
| 3M | -0.8% | +17.1% | -18.0% | -8.0% |
| 6M | -13.0% | +32.5% | -45.6% | -25.7% |
| YTD | +53.9% | +2.7% | +51.3% | +50.0% |
| 1Y | +45.8% | +15.3% | +30.6% | +32.2% |
| 3Y | +194.3% | +23.7% | +170.6% | +149.2% |
| All | +283.2% | +34.3% | +248.9% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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