+1,921.6%
MPWR vs TFC
+81.3%
+1,840.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +17.3% | -1.2% | +18.5% | +18.2% |
| 30D | +12.1% | +7.8% | +4.3% | +7.8% |
| 3M | +5.6% | -3.0% | +8.6% | +6.8% |
| 6M | -10.7% | +5.8% | -16.5% | -14.5% |
| YTD | +64.0% | +5.3% | +58.7% | +57.6% |
| 1Y | +55.9% | +15.7% | +40.2% | +42.7% |
| 3Y | +199.5% | +94.8% | +104.7% | +112.6% |
| 5Y | +176.6% | 0.0% | +176.5% | +163.7% |
| 10Y | +1,921.6% | +79.0% | +1,842.6% | +1,323.3% |
| All | +1,921.6% | +81.3% | +1,840.3% | +1,323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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