+1,865.4%
MPWR vs TPR
+365.1%
+1,500.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +27.9% | -1.1% | +29.1% | +28.6% |
| 30D | +9.7% | +15.1% | -5.4% | +2.5% |
| 3M | +1.7% | -13.4% | +15.1% | +6.3% |
| 6M | -9.2% | +1.4% | -10.6% | -12.2% |
| YTD | +60.5% | +4.8% | +55.7% | +52.9% |
| 1Y | +52.0% | +29.2% | +22.8% | +32.0% |
| 3Y | +193.1% | +403.7% | -210.6% | +41.6% |
| 5Y | +167.3% | +230.8% | -63.6% | +49.2% |
| All | +1,865.4% | +365.1% | +1,500.4% | +769.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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