+160.1%
MPWR vs TPR
+264.1%
-104.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.5% | +14.1% | +15.3% |
| 7D | +11.6% | +12.7% | -1.1% | +3.9% |
| 30D | +0.1% | +17.1% | -16.9% | -9.1% |
| 3M | -0.8% | -15.9% | +15.1% | +6.8% |
| 6M | -13.0% | +2.6% | -15.7% | -17.5% |
| YTD | +53.9% | +7.5% | +46.4% | +41.3% |
| 1Y | +45.8% | +32.9% | +12.9% | +17.5% |
| 3Y | +194.3% | +413.8% | -219.6% | 0.0% |
| 5Y | +160.1% | +263.9% | -103.7% | +2.3% |
| All | +160.1% | +264.1% | -104.0% | +2.3% |
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