+1,788.2%
MPWR vs TTWO
+370.5%
+1,417.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +16.8% | +6.0% | +10.8% | +13.1% |
| 30D | +11.9% | +13.2% | -1.4% | +4.4% |
| 3M | +2.2% | -5.8% | +8.0% | +3.5% |
| 6M | -15.5% | +0.4% | -15.9% | -18.7% |
| YTD | +54.2% | -11.0% | +65.2% | +55.5% |
| 1Y | +51.5% | -4.1% | +55.5% | +46.5% |
| 3Y | +180.2% | +51.8% | +128.4% | +108.4% |
| 5Y | +156.8% | +21.3% | +135.5% | +106.8% |
| All | +1,788.2% | +370.5% | +1,417.7% | +686.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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