+164.1%
MPWR vs GTLB
-47.1%
+211.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | -2.6% | +11.1% | -13.6% | -5.4% |
| 30D | -9.0% | +37.8% | -46.8% | -17.2% |
| 3M | -25.8% | +61.6% | -87.4% | -35.9% |
| 6M | +11.8% | +98.9% | -87.2% | -11.5% |
| YTD | +35.5% | +32.8% | +2.7% | +19.6% |
| 1Y | +45.3% | +14.7% | +30.7% | +32.6% |
| 3Y | +138.5% | +1.3% | +137.1% | +115.1% |
| All | +164.1% | -47.1% | +211.2% | +130.9% |
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 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