+146.5%
MPWR vs GPC
+1.0%
+145.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -16.5% | -2.1% | -14.4% | -16.3% |
| 3M | -12.3% | -6.8% | -5.5% | -11.0% |
| 6M | -27.7% | +18.6% | -46.3% | -33.6% |
| YTD | +32.0% | +2.7% | +29.3% | +26.0% |
| 1Y | +25.1% | +1.8% | +23.3% | +19.7% |
| 3Y | +146.5% | +1.1% | +145.4% | +110.0% |
| All | +146.5% | +1.0% | +145.5% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling