+162.9%
MPWR vs GTLB
-50.0%
+212.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | +1.0% |
| 7D | -0.6% | +4.6% | -5.2% | -2.0% |
| 30D | -13.1% | +21.0% | -34.1% | -18.0% |
| 3M | -21.7% | +51.7% | -73.4% | -31.3% |
| 6M | +19.5% | +89.3% | -69.8% | -4.2% |
| YTD | +34.9% | +25.6% | +9.3% | +20.8% |
| 1Y | +42.0% | -1.5% | +43.5% | +35.7% |
| 3Y | +148.8% | -9.9% | +158.7% | +132.1% |
| All | +162.9% | -50.0% | +212.9% | +133.2% |
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