+186.5%
MPWR vs TLN
+683.0%
-496.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +7.2% | +9.4% | +13.6% |
| 7D | +11.6% | +9.1% | +2.5% | +8.1% |
| 30D | +0.1% | -4.1% | +4.2% | +2.1% |
| 3M | -0.8% | +4.4% | -5.3% | -2.8% |
| 6M | -13.0% | -6.0% | -7.0% | -11.7% |
| YTD | +53.9% | -3.1% | +57.0% | +51.4% |
| 1Y | +45.8% | -6.1% | +51.9% | +44.6% |
| 3Y | +194.3% | +575.3% | -381.1% | +64.8% |
| All | +186.5% | +683.0% | -496.6% | +60.9% |
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