+156.2%
MPWR vs TAP
+0.6%
+155.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.2% | -4.0% |
| 7D | +16.8% | +1.3% | +15.5% | +16.8% |
| 30D | +11.9% | +5.7% | +6.1% | +11.6% |
| 3M | +2.2% | -1.9% | +4.1% | +2.4% |
| 6M | -15.5% | +0.9% | -16.4% | -15.7% |
| YTD | +54.2% | -9.5% | +63.7% | +55.6% |
| 1Y | +51.5% | -9.0% | +60.4% | +52.5% |
| 3Y | +180.2% | -22.2% | +202.5% | +186.8% |
| All | +156.2% | +0.6% | +155.6% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling