+155.2%
MPWR vs GME
-62.8%
+218.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.6% | +7.2% | -9.8% | -3.5% |
| 30D | -9.0% | +0.8% | -9.8% | -9.1% |
| 3M | -25.8% | -14.0% | -11.9% | -24.4% |
| 6M | +11.8% | -19.7% | +31.5% | +14.6% |
| YTD | +35.5% | -4.6% | +40.1% | +35.6% |
| 1Y | +45.3% | -14.3% | +59.7% | +47.4% |
| 3Y | +138.5% | +4.0% | +134.4% | +86.6% |
| All | +155.2% | -62.8% | +218.0% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling