+1,542.6%
MPWR vs TAP
-49.3%
+1,591.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +6.0% |
| 7D | -1.7% | +0.5% | -2.3% | -2.0% |
| 30D | -16.5% | +9.1% | -25.7% | -18.2% |
| 3M | -12.3% | -3.8% | -8.5% | -12.1% |
| 6M | -27.7% | -3.4% | -24.3% | -28.1% |
| YTD | +32.0% | -10.6% | +42.6% | +33.0% |
| 1Y | +25.1% | -4.4% | +29.5% | +23.7% |
| 3Y | +146.5% | -24.4% | +170.9% | +154.3% |
| 5Y | +126.0% | +2.1% | +124.0% | +111.2% |
| All | +1,542.6% | -49.3% | +1,591.9% | +1,603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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