+195.4%
MPWR vs GGLL
+328.7%
-133.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.7% |
| 7D | -2.6% | -4.8% | +2.2% | -1.0% |
| 30D | -9.0% | -13.7% | +4.7% | -4.6% |
| 3M | -25.8% | -21.9% | -4.0% | -21.0% |
| 6M | +11.8% | +11.7% | +0.1% | +1.4% |
| YTD | +35.5% | +2.3% | +33.2% | +26.2% |
| 1Y | +45.3% | +76.2% | -30.9% | +6.7% |
| 3Y | +138.5% | +245.0% | -106.5% | +19.8% |
| All | +195.4% | +328.7% | -133.3% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling