+9,698.1%
MPWR vs GWRE
+844.6%
+8,853.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.5% |
| 7D | +16.8% | -2.0% | +18.8% | +17.7% |
| 30D | +11.9% | -4.1% | +15.9% | +12.4% |
| 3M | +2.2% | -13.4% | +15.6% | +3.9% |
| 6M | -15.5% | +26.0% | -41.5% | -30.5% |
| YTD | +54.2% | -21.3% | +75.5% | +50.7% |
| 1Y | +51.5% | -27.5% | +79.0% | +53.9% |
| 3Y | +180.2% | +72.7% | +107.5% | +73.5% |
| 5Y | +156.8% | +26.4% | +130.4% | +82.1% |
| 10Y | +1,801.1% | +169.3% | +1,631.8% | +920.3% |
| All | +9,698.1% | +844.6% | +8,853.5% | +4,276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling