+125.2%
MPWR vs TFC
-2.5%
+127.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.7% |
| 7D | -1.7% | +1.2% | -3.0% | -2.5% |
| 30D | -16.5% | +8.3% | -24.9% | -20.5% |
| 3M | -12.3% | -5.2% | -7.1% | -10.1% |
| 6M | -27.7% | -0.8% | -26.9% | -28.7% |
| YTD | +32.0% | +3.4% | +28.6% | +27.0% |
| 1Y | +25.1% | +17.0% | +8.1% | +11.7% |
| 3Y | +146.5% | +86.2% | +60.3% | +70.5% |
| All | +125.2% | -2.5% | +127.7% | +134.3% |
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 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