+146.5%
MPWR vs GGLL
+154.9%
-8.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.8% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | -16.5% | -36.3% | +19.8% | -5.1% |
| 3M | -12.3% | -40.4% | +28.1% | +1.0% |
| 6M | -27.7% | -54.6% | +26.9% | -10.5% |
| YTD | +32.0% | -31.1% | +63.1% | +37.1% |
| 1Y | +25.1% | -19.2% | +44.3% | +20.8% |
| 3Y | +146.5% | +151.5% | -5.0% | +49.3% |
| All | +146.5% | +154.9% | -8.5% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling