+147.3%
MPWR vs TFC
+103.0%
+44.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.6% | +2.4% | -5.0% | -4.2% |
| 30D | -9.0% | -1.3% | -7.7% | -8.4% |
| 3M | -25.8% | +6.1% | -31.9% | -29.8% |
| 6M | +11.8% | +7.3% | +4.4% | +4.8% |
| YTD | +35.5% | +8.2% | +27.3% | +25.8% |
| 1Y | +45.3% | +14.4% | +30.9% | +29.1% |
| All | +147.3% | +103.0% | +44.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling