+180.2%
MPWR vs GTLB
+5.1%
+175.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.1% |
| 7D | +16.8% | -0.7% | +17.6% | +16.9% |
| 30D | +11.9% | -10.2% | +22.1% | +14.3% |
| 3M | +2.2% | +10.1% | -7.9% | -0.8% |
| 6M | -15.5% | +116.5% | -132.0% | -31.7% |
| YTD | +54.2% | +27.2% | +27.0% | +43.1% |
| 1Y | +51.5% | +8.6% | +42.9% | +47.8% |
| 3Y | +180.2% | +5.6% | +174.6% | +178.9% |
| All | +180.2% | +5.1% | +175.1% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling