+180.2%
MPWR vs TSCO
-2.3%
+182.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | +16.8% | +0.3% | +16.5% | +16.8% |
| 30D | +11.9% | +11.3% | +0.5% | +8.4% |
| 3M | +2.2% | +1.5% | +0.7% | +1.6% |
| 6M | -15.5% | +24.0% | -39.4% | -22.4% |
| YTD | +54.2% | -25.7% | +79.9% | +74.8% |
| 1Y | +51.5% | -33.6% | +85.0% | +82.0% |
| 3Y | +180.2% | -1.5% | +181.7% | +158.1% |
| All | +180.2% | -2.3% | +182.5% | +158.1% |
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