+1,632.0%
MPWR vs GPC
+83.6%
+1,548.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -2.6% | +1.2% | -3.8% | -3.2% |
| 30D | -9.0% | +6.0% | -15.0% | -12.0% |
| 3M | -25.8% | +42.6% | -68.5% | -41.0% |
| 6M | +11.8% | +22.8% | -11.0% | -3.2% |
| YTD | +35.5% | +15.5% | +20.1% | +19.8% |
| 1Y | +45.3% | +2.0% | +43.3% | +37.9% |
| 3Y | +138.5% | -1.4% | +139.9% | +120.7% |
| 5Y | +152.8% | +30.6% | +122.2% | +98.2% |
| All | +1,632.0% | +83.6% | +1,548.4% | +963.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling