+1,788.2%
MPWR vs TSCO
+198.9%
+1,589.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +16.8% | +0.3% | +16.5% | +16.7% |
| 30D | +11.9% | +11.3% | +0.5% | +5.4% |
| 3M | +2.2% | +1.5% | +0.7% | +0.3% |
| 6M | -15.5% | +24.0% | -39.4% | -26.4% |
| YTD | +54.2% | -25.7% | +79.9% | +73.5% |
| 1Y | +51.5% | -33.6% | +85.0% | +81.0% |
| 3Y | +180.2% | -1.5% | +181.7% | +162.1% |
| 5Y | +156.8% | -9.6% | +166.4% | +147.9% |
| All | +1,788.2% | +198.9% | +1,589.4% | +976.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling