+125.2%
MPWR vs TPR
+253.5%
-128.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.8% |
| 7D | -1.7% | +14.2% | -15.9% | -9.4% |
| 30D | -16.5% | +17.1% | -33.6% | -24.4% |
| 3M | -12.3% | -17.7% | +5.4% | -4.5% |
| 6M | -27.7% | -10.2% | -17.6% | -26.3% |
| YTD | +32.0% | +4.9% | +27.1% | +22.6% |
| 1Y | +25.1% | +36.1% | -11.0% | -1.0% |
| 3Y | +146.5% | +416.5% | -270.0% | -16.8% |
| All | +125.2% | +253.5% | -128.3% | -10.4% |
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