+948.4%
MPWR vs GH
+481.7%
+466.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.0% | -1.1% | -8.0% | -8.9% |
| 3M | -25.8% | +21.3% | -47.1% | -30.2% |
| 6M | +11.8% | +73.5% | -61.8% | -5.7% |
| YTD | +35.5% | +58.0% | -22.5% | +16.7% |
| 1Y | +45.3% | +163.1% | -117.7% | +6.3% |
| 3Y | +138.5% | +361.0% | -222.6% | +36.0% |
| 5Y | +152.8% | +22.5% | +130.2% | +90.2% |
| All | +948.4% | +481.7% | +466.8% | +447.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 all: compounded portfolio wealth divided by compounded GH 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…
all analysis · Full analysis span regression · 6 months rolling