+155.6%
MPWR vs TDG
+131.7%
+23.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | 0.0% |
| 7D | -1.3% | -2.4% | +1.2% | +0.5% |
| 30D | -12.8% | -8.0% | -4.8% | -7.5% |
| 3M | -21.3% | -10.5% | -10.8% | -15.6% |
| 6M | +13.7% | -11.9% | +25.7% | +22.0% |
| YTD | +33.3% | -15.4% | +48.6% | +46.0% |
| 1Y | +41.3% | -14.2% | +55.5% | +51.8% |
| 3Y | +145.8% | +51.0% | +94.8% | +53.3% |
| 5Y | +155.6% | +126.5% | +29.2% | +10.3% |
| All | +155.6% | +131.7% | +23.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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