+1,788.2%
MPWR vs GWW
+658.3%
+1,129.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.4% |
| 7D | +16.8% | +3.6% | +13.3% | +14.6% |
| 30D | +11.9% | +12.1% | -0.3% | +4.6% |
| 3M | +2.2% | +12.9% | -10.7% | -5.0% |
| 6M | -15.5% | +19.3% | -34.8% | -23.9% |
| YTD | +54.2% | +48.7% | +5.5% | +22.1% |
| 1Y | +51.5% | +60.5% | -9.1% | +14.8% |
| 3Y | +180.2% | +93.3% | +86.9% | +90.1% |
| 5Y | +156.8% | +219.0% | -62.2% | +31.9% |
| All | +1,788.2% | +658.3% | +1,129.9% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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