+194.3%
MPWR vs TCOM
+31.7%
+162.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.7% | +17.3% | +16.8% |
| 7D | +11.6% | +7.4% | +4.1% | +9.3% |
| 30D | +0.1% | +13.2% | -13.1% | -3.5% |
| 3M | -0.8% | -4.6% | +3.7% | +0.1% |
| 6M | -13.0% | -16.4% | +3.4% | -9.1% |
| YTD | +53.9% | -38.8% | +92.7% | +75.2% |
| 1Y | +45.8% | -37.3% | +83.2% | +64.5% |
| 3Y | +194.3% | +31.4% | +162.8% | +175.6% |
| All | +194.3% | +31.7% | +162.5% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling