+1,677.2%
MPWR vs GWRE
+131.0%
+1,546.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.8% |
| 7D | +0.9% | -13.2% | +14.1% | +7.2% |
| 30D | -13.4% | -18.6% | +5.2% | -7.8% |
| 3M | -22.2% | +18.9% | -41.1% | -33.9% |
| 6M | +15.7% | -11.0% | +26.6% | +8.5% |
| YTD | +36.7% | -29.9% | +66.6% | +44.0% |
| 1Y | +47.9% | -44.3% | +92.3% | +79.6% |
| 3Y | +159.7% | +51.7% | +108.0% | +47.2% |
| 5Y | +159.1% | +15.4% | +143.7% | +72.3% |
| All | +1,677.2% | +131.0% | +1,546.2% | +662.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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