+228.2%
MPWR vs GGLL
+194.0%
+34.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +2.2% | +5.1% | -2.9% | +0.6% |
| 30D | -2.1% | -35.5% | +33.4% | +12.2% |
| 3M | -1.6% | -39.2% | +37.6% | +14.1% |
| 6M | -14.9% | -54.4% | +39.4% | +6.9% |
| YTD | +50.5% | -29.8% | +80.4% | +56.5% |
| 1Y | +40.0% | -20.4% | +60.4% | +37.0% |
| 3Y | +175.0% | +149.7% | +25.2% | +51.3% |
| All | +228.2% | +194.0% | +34.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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