+191.7%
MPWR vs TFC
+95.2%
+96.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | +27.9% | +0.1% | +27.8% | +28.0% |
| 30D | +9.7% | +8.6% | +1.0% | +3.9% |
| 3M | +1.7% | -4.3% | +6.1% | +4.3% |
| 6M | -9.2% | +5.4% | -14.7% | -14.5% |
| YTD | +60.5% | +4.5% | +56.0% | +51.7% |
| 1Y | +52.0% | +14.0% | +38.0% | +34.5% |
| All | +191.7% | +95.2% | +96.5% | +74.2% |
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