+147.3%
MPWR vs GME
+0.2%
+147.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.6% | +7.2% | -9.8% | -3.1% |
| 30D | -9.0% | +0.8% | -9.8% | -9.1% |
| 3M | -25.8% | -14.0% | -11.9% | -25.1% |
| 6M | +11.8% | -19.7% | +31.5% | +13.2% |
| YTD | +35.5% | -4.6% | +40.1% | +35.6% |
| 1Y | +45.3% | -14.3% | +59.7% | +46.4% |
| All | +147.3% | +0.2% | +147.1% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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