+194.3%
MPWR vs TMF
-29.8%
+224.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.1% | +16.5% | +16.6% |
| 7D | +11.6% | +0.6% | +11.0% | +11.6% |
| 30D | +0.1% | +16.3% | -16.2% | -0.4% |
| 3M | -0.8% | -2.7% | +1.9% | -0.5% |
| 6M | -13.0% | -13.2% | +0.1% | -12.4% |
| YTD | +53.9% | -16.7% | +70.6% | +55.1% |
| 1Y | +45.8% | -22.7% | +68.5% | +47.2% |
| 3Y | +194.3% | -26.1% | +220.3% | +190.2% |
| All | +194.3% | -29.8% | +224.0% | +190.2% |
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