+153.2%
MPWR vs GNRC
+61.2%
+92.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | -1.3% | +3.2% | -4.4% | -3.0% |
| 30D | -12.8% | -9.5% | -3.3% | -8.2% |
| 3M | -21.3% | -28.5% | +7.2% | -6.2% |
| 6M | +13.7% | -10.0% | +23.7% | +19.6% |
| YTD | +33.3% | +36.7% | -3.5% | +11.6% |
| 1Y | +41.3% | +2.6% | +38.7% | +35.9% |
| All | +153.2% | +61.2% | +92.1% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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