+194.5%
MPWR vs TPG
+74.1%
+120.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.1% |
| 7D | +0.9% | -9.4% | +10.3% | +6.8% |
| 30D | -13.4% | -5.3% | -8.1% | -11.5% |
| 3M | -22.2% | +12.9% | -35.1% | -29.3% |
| 6M | +15.7% | +20.1% | -4.4% | -0.5% |
| YTD | +36.7% | -22.5% | +59.2% | +54.1% |
| 1Y | +47.9% | -19.7% | +67.6% | +61.1% |
| 3Y | +159.7% | +81.2% | +78.5% | +60.2% |
| All | +194.5% | +74.1% | +120.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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