+114.8%
MPWR vs TPR
+255.9%
-141.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +7.1% | -17.4% | -14.1% |
| 7D | -5.6% | +13.9% | -19.5% | -12.8% |
| 30D | -23.2% | +14.9% | -38.1% | -29.7% |
| 3M | -15.8% | -15.4% | -0.4% | -9.8% |
| 6M | -28.5% | -4.5% | -24.1% | -29.7% |
| YTD | +25.5% | +6.0% | +19.5% | +15.9% |
| 1Y | +13.9% | +24.3% | -10.4% | -4.9% |
| 3Y | +134.6% | +412.8% | -278.3% | -20.4% |
| 5Y | +114.8% | +258.4% | -143.6% | -14.8% |
| All | +114.8% | +255.9% | -141.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling