+14,479.0%
MPWR vs THC
+513.5%
+13,965.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -9.0% | +1.3% | -10.3% | -9.3% |
| 3M | -25.8% | +64.2% | -90.1% | -33.8% |
| 6M | +11.8% | +8.3% | +3.5% | +8.4% |
| YTD | +35.5% | +33.4% | +2.1% | +25.6% |
| 1Y | +45.3% | +37.7% | +7.6% | +33.3% |
| 3Y | +138.5% | +236.8% | -98.3% | +79.5% |
| 5Y | +152.8% | +249.3% | -96.5% | +84.8% |
| 10Y | +1,616.6% | +995.2% | +621.3% | +775.5% |
| All | +14,479.0% | +513.5% | +13,965.5% | +5,466.8% |
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