+1,677.2%
MPWR vs GFI
+1,066.8%
+610.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.3% | +4.2% |
| 7D | +0.9% | -4.9% | +5.7% | +1.4% |
| 30D | -13.4% | +10.7% | -24.1% | -14.4% |
| 3M | -22.2% | +25.6% | -47.8% | -24.5% |
| 6M | +15.7% | -8.3% | +23.9% | +16.0% |
| YTD | +36.7% | +6.3% | +30.4% | +35.0% |
| 1Y | +47.9% | +22.1% | +25.8% | +43.9% |
| 3Y | +159.7% | +289.2% | -129.5% | +123.8% |
| 5Y | +159.1% | +531.7% | -372.5% | +112.8% |
| All | +1,677.2% | +1,066.8% | +610.3% | +1,455.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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