+156.2%
MPWR vs TFC
+1.3%
+155.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.6% |
| 7D | +16.8% | +2.3% | +14.5% | +15.5% |
| 30D | +11.9% | +10.8% | +1.0% | +5.3% |
| 3M | +2.2% | -3.8% | +6.0% | +4.0% |
| 6M | -15.5% | +9.6% | -25.1% | -21.3% |
| YTD | +54.2% | +5.8% | +48.4% | +46.6% |
| 1Y | +51.5% | +16.2% | +35.3% | +36.1% |
| 3Y | +180.2% | +96.0% | +84.2% | +88.6% |
| All | +156.2% | +1.3% | +155.0% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling