+1,786.5%
MPWR vs TFC
+90.1%
+1,696.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.9% | +14.7% | +15.6% |
| 7D | +11.6% | +0.3% | +11.3% | +11.4% |
| 30D | +0.1% | +9.2% | -9.0% | -4.4% |
| 3M | -0.8% | -2.9% | +2.1% | +0.3% |
| 6M | -13.0% | +3.5% | -16.5% | -15.8% |
| YTD | +53.9% | +5.4% | +48.5% | +47.8% |
| 1Y | +45.8% | +17.3% | +28.5% | +32.5% |
| 3Y | +194.3% | +96.7% | +97.6% | +108.1% |
| 5Y | +160.1% | -1.1% | +161.3% | +149.3% |
| 10Y | +1,786.5% | +84.7% | +1,701.8% | +1,261.8% |
| All | +1,786.5% | +90.1% | +1,696.4% | +1,261.8% |
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