+155.2%
MPWR vs TPR
+239.8%
-84.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -2.3% | -0.3% | -1.3% |
| 30D | -9.0% | -23.0% | +13.9% | +3.9% |
| 3M | -25.8% | -12.5% | -13.4% | -22.0% |
| 6M | +11.8% | -21.4% | +33.2% | +24.8% |
| YTD | +35.5% | -3.5% | +39.0% | +33.7% |
| 1Y | +45.3% | +17.4% | +28.0% | +27.2% |
| 3Y | +138.5% | +291.3% | -152.8% | -2.1% |
| All | +155.2% | +239.8% | -84.6% | +7.7% |
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