+156.2%
MPWR vs GSK
+44.4%
+111.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.0% |
| 7D | +16.8% | +1.1% | +15.7% | +16.6% |
| 30D | +11.9% | +6.3% | +5.5% | +10.7% |
| 3M | +2.2% | +1.8% | +0.4% | +1.7% |
| 6M | -15.5% | +1.7% | -17.1% | -16.4% |
| YTD | +54.2% | +6.5% | +47.6% | +50.6% |
| 1Y | +51.5% | +9.5% | +42.0% | +46.9% |
| 3Y | +180.2% | +65.3% | +114.9% | +137.6% |
| All | +156.2% | +44.4% | +111.8% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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