+162.0%
MPWR vs TRV
+179.5%
-17.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | -2.1% | +8.7% | -10.8% | -2.8% |
| 3M | -1.6% | +7.1% | -8.6% | -2.2% |
| 6M | -14.9% | +35.5% | -50.4% | -18.8% |
| YTD | +50.5% | +39.7% | +10.8% | +42.5% |
| 1Y | +40.0% | +44.1% | -4.1% | +31.6% |
| 3Y | +175.0% | +148.1% | +26.8% | +124.2% |
| 5Y | +162.0% | +178.6% | -16.6% | +106.5% |
| All | +162.0% | +179.5% | -17.6% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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