+219.5%
MPWR vs GTLB
-49.8%
+269.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.4% | +7.5% | +8.5% |
| 7D | +17.3% | -9.6% | +26.9% | +20.5% |
| 30D | +12.1% | -15.5% | +27.6% | +16.9% |
| 3M | +5.6% | +12.4% | -6.8% | +1.0% |
| 6M | -10.7% | +84.6% | -95.3% | -27.2% |
| YTD | +64.0% | +26.1% | +37.9% | +45.7% |
| 1Y | +55.9% | +1.7% | +54.2% | +47.4% |
| 3Y | +199.5% | +6.1% | +193.4% | +165.1% |
| 5Y | +176.6% | -61.1% | +237.7% | +141.8% |
| All | +219.5% | -49.8% | +269.3% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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