+176.6%
MPWR vs THC
+267.4%
-90.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +8.6% |
| 7D | +17.3% | +0.2% | +17.0% | +17.3% |
| 30D | +12.1% | +9.0% | +3.1% | +8.7% |
| 3M | +5.6% | +12.9% | -7.3% | +1.0% |
| 6M | -10.7% | +52.8% | -63.6% | -24.7% |
| YTD | +64.0% | +47.4% | +16.5% | +38.8% |
| 1Y | +55.9% | +47.7% | +8.2% | +31.4% |
| 3Y | +199.5% | +444.7% | -245.2% | +41.1% |
| 5Y | +176.6% | +269.3% | -92.7% | +48.7% |
| All | +176.6% | +267.4% | -90.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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