+153.2%
MPWR vs TSCO
-17.4%
+170.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.4% | 0.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | -12.8% | -1.1% | -11.7% | -12.7% |
| 3M | -21.3% | +14.3% | -35.6% | -25.3% |
| 6M | +13.7% | -31.9% | +45.6% | +34.7% |
| YTD | +33.3% | -30.7% | +64.0% | +54.9% |
| 1Y | +41.3% | -41.1% | +82.4% | +78.8% |
| All | +153.2% | -17.4% | +170.6% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling