+283.9%
MPWR vs GEHC
+32.6%
+251.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -4.6% |
| 7D | +16.8% | +0.8% | +16.0% | +16.5% |
| 30D | +11.9% | +21.3% | -9.5% | +2.3% |
| 3M | +2.2% | +12.6% | -10.4% | -3.5% |
| 6M | -15.5% | +34.3% | -49.8% | -28.4% |
| YTD | +54.2% | +1.4% | +52.8% | +51.0% |
| 1Y | +51.5% | +12.5% | +39.0% | +39.0% |
| 3Y | +180.2% | +19.2% | +161.0% | +141.3% |
| All | +283.9% | +32.6% | +251.2% | +215.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling