+145.7%
MPWR vs TLN
+630.2%
-484.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +2.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | -16.5% | -10.5% | -6.0% | -12.6% |
| 3M | -12.3% | +0.1% | -12.4% | -12.7% |
| 6M | -27.7% | -17.4% | -10.3% | -22.9% |
| YTD | +32.0% | -9.7% | +41.7% | +33.3% |
| 1Y | +25.1% | -12.3% | +37.3% | +27.3% |
| 3Y | +146.5% | +528.3% | -381.8% | +41.8% |
| All | +145.7% | +630.2% | -484.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling