+8,510.9%
MPWR vs GWRE
+869.7%
+7,641.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -19.9% | +20.8% | +8.7% |
| 7D | -2.6% | -21.1% | +18.5% | +5.5% |
| 30D | -9.0% | +1.3% | -10.3% | -11.6% |
| 3M | -25.8% | +7.4% | -33.3% | -31.8% |
| 6M | +11.8% | +5.6% | +6.1% | -1.2% |
| YTD | +35.5% | -19.2% | +54.7% | +33.9% |
| 1Y | +45.3% | -25.1% | +70.5% | +46.8% |
| 3Y | +138.5% | +87.7% | +50.7% | +44.4% |
| 5Y | +152.8% | +32.0% | +120.7% | +79.6% |
| 10Y | +1,616.6% | +157.8% | +1,458.8% | +849.1% |
| All | +8,510.9% | +869.7% | +7,641.2% | +3,786.7% |
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