+155.6%
MPWR vs TDY
+33.5%
+122.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.4% |
| 7D | -1.3% | -1.8% | +0.6% | +0.6% |
| 30D | -12.8% | -13.8% | +0.9% | +1.1% |
| 3M | -21.3% | -3.9% | -17.4% | -18.0% |
| 6M | +13.7% | -9.0% | +22.7% | +25.8% |
| YTD | +33.3% | +16.5% | +16.7% | +14.5% |
| 1Y | +41.3% | +9.3% | +32.0% | +28.4% |
| 3Y | +145.8% | +45.1% | +100.7% | +67.1% |
| 5Y | +155.6% | +35.0% | +120.7% | +85.4% |
| All | +155.6% | +33.5% | +122.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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