+14,479.0%
MPWR vs TRV
+1,594.1%
+12,884.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | -2.6% | -0.1% | -2.4% | -2.5% |
| 30D | -9.0% | -3.4% | -5.6% | -7.7% |
| 3M | -25.8% | +26.4% | -52.2% | -34.8% |
| 6M | +11.8% | +19.3% | -7.5% | +0.7% |
| YTD | +35.5% | +28.3% | +7.2% | +17.5% |
| 1Y | +45.3% | +34.3% | +11.0% | +22.6% |
| 3Y | +138.5% | +140.1% | -1.7% | +45.1% |
| 5Y | +152.8% | +155.7% | -3.0% | +44.9% |
| 10Y | +1,616.6% | +285.5% | +1,331.0% | +652.0% |
| All | +14,479.0% | +1,594.1% | +12,884.9% | +3,049.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling