+236.1%
MPWR vs GGLL
+210.8%
+25.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.2% |
| 7D | +16.8% | +7.7% | +9.1% | +14.1% |
| 30D | +11.9% | -30.2% | +42.1% | +24.7% |
| 3M | +2.2% | -31.3% | +33.5% | +13.8% |
| 6M | -15.5% | -52.1% | +36.6% | +4.8% |
| YTD | +54.2% | -25.9% | +80.0% | +57.3% |
| 1Y | +51.5% | -8.5% | +59.9% | +40.6% |
| 3Y | +180.2% | +165.5% | +14.7% | +51.0% |
| All | +236.1% | +210.8% | +25.3% | +59.3% |
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 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