+199.9%
MPWR vs GTLB
-50.0%
+249.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -2.0% | +18.6% | +17.1% |
| 7D | +11.6% | -9.6% | +21.2% | +14.6% |
| 30D | +0.1% | -14.5% | +14.6% | +4.0% |
| 3M | -0.8% | +20.9% | -21.7% | -7.1% |
| 6M | -13.0% | +81.4% | -94.4% | -28.8% |
| YTD | +53.9% | +25.6% | +28.4% | +36.9% |
| 1Y | +45.8% | +3.4% | +42.4% | +37.0% |
| 3Y | +194.3% | +8.9% | +185.4% | +158.4% |
| 5Y | +160.1% | -64.0% | +224.1% | +127.1% |
| All | +199.9% | -50.0% | +249.9% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling