+160.1%
MPWR vs TTMI
+429.4%
-269.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +13.3% | +3.3% | +10.3% |
| 7D | +11.6% | -1.6% | +13.2% | +12.5% |
| 30D | +0.1% | -37.7% | +37.9% | +21.1% |
| 3M | -0.8% | -45.1% | +44.3% | +26.2% |
| 6M | -13.0% | -52.1% | +39.1% | +16.6% |
| YTD | +53.9% | +9.2% | +44.7% | +32.8% |
| 1Y | +45.8% | +12.9% | +32.9% | +20.9% |
| 3Y | +194.3% | +445.5% | -251.2% | -6.6% |
| 5Y | +160.1% | +427.9% | -267.7% | -26.8% |
| All | +160.1% | +429.4% | -269.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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