+1,632.0%
MPWR vs TAP
-50.2%
+1,682.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | -2.3% | -0.3% | -2.2% |
| 30D | -9.0% | -2.1% | -6.9% | -8.8% |
| 3M | -25.8% | +6.6% | -32.4% | -27.4% |
| 6M | +11.8% | -11.5% | +23.2% | +13.9% |
| YTD | +35.5% | -10.3% | +45.8% | +37.1% |
| 1Y | +45.3% | -14.4% | +59.7% | +48.2% |
| 3Y | +138.5% | -28.3% | +166.7% | +150.9% |
| 5Y | +152.8% | +1.7% | +151.1% | +137.0% |
| All | +1,632.0% | -50.2% | +1,682.2% | +1,715.5% |
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