+175.0%
MPWR vs TLN
+567.0%
-392.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -2.1% | -4.6% | +2.5% | +0.1% |
| 3M | -1.6% | +5.2% | -6.8% | -3.8% |
| 6M | -14.9% | -6.5% | -8.4% | -13.4% |
| YTD | +50.5% | -3.6% | +54.2% | +48.4% |
| 1Y | +40.0% | -8.2% | +48.2% | +40.1% |
| 3Y | +175.0% | +559.7% | -384.7% | +78.2% |
| All | +175.0% | +567.0% | -392.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling