+13,397.9%
MPWR vs THC
+563.1%
+12,834.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.0% | -8.3% | -9.9% |
| 7D | -5.6% | +5.9% | -11.5% | -6.9% |
| 30D | -23.2% | +10.8% | -34.1% | -25.0% |
| 3M | -15.8% | +9.4% | -25.2% | -17.6% |
| 6M | -28.5% | +53.3% | -81.8% | -35.6% |
| YTD | +25.5% | +44.2% | -18.7% | +14.1% |
| 1Y | +13.9% | +37.3% | -23.4% | +4.4% |
| 3Y | +134.6% | +421.6% | -287.0% | +61.8% |
| 5Y | +114.8% | +279.8% | -165.0% | +54.2% |
| 10Y | +1,499.3% | +1,513.9% | -14.6% | +658.6% |
| All | +13,397.9% | +563.1% | +12,834.8% | +4,958.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling