+180.2%
MPWR vs GME
+106.8%
+73.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.0% |
| 7D | +16.8% | +2.9% | +13.9% | +16.6% |
| 30D | +11.9% | -4.8% | +16.6% | +12.2% |
| 3M | +2.2% | +39.2% | -37.0% | +0.1% |
| 6M | -15.5% | +17.1% | -32.6% | -16.4% |
| YTD | +54.2% | +28.7% | +25.5% | +51.4% |
| 1Y | +51.5% | +23.3% | +28.1% | +49.0% |
| 3Y | +180.2% | +112.9% | +67.3% | +146.4% |
| All | +180.2% | +106.8% | +73.4% | +146.4% |
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