+146.5%
MPWR vs TMF
-25.3%
+171.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | -1.7% | +1.2% | -3.0% | -1.8% |
| 30D | -16.5% | +19.7% | -36.3% | -17.1% |
| 3M | -12.3% | -2.1% | -10.2% | -12.1% |
| 6M | -27.7% | -13.4% | -14.3% | -27.2% |
| YTD | +32.0% | -16.7% | +48.7% | +33.0% |
| 1Y | +25.1% | -23.3% | +48.4% | +26.4% |
| 3Y | +146.5% | -24.8% | +171.3% | +136.7% |
| All | +146.5% | -25.3% | +171.8% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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