+205.2%
MPWR vs TLN
+716.6%
-511.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.9% | +4.1% | +6.9% |
| 7D | +17.3% | +15.9% | +1.4% | +10.8% |
| 30D | +12.1% | -0.3% | +12.4% | +12.6% |
| 3M | +5.6% | +5.8% | -0.2% | +2.9% |
| 6M | -10.7% | -1.2% | -9.5% | -11.1% |
| YTD | +64.0% | +1.0% | +62.9% | +58.6% |
| 1Y | +55.9% | +1.1% | +54.8% | +50.1% |
| 3Y | +199.5% | +591.7% | -392.2% | +65.8% |
| All | +205.2% | +716.6% | -511.5% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling