+900.5%
MPWR vs TW
+291.9%
+608.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +2.2% | +3.1% | -0.9% | +0.9% |
| 30D | -2.1% | +16.7% | -18.8% | -8.4% |
| 3M | -1.6% | +25.2% | -26.7% | -11.1% |
| 6M | -14.9% | +19.5% | -34.4% | -23.0% |
| YTD | +50.5% | +21.0% | +29.5% | +33.4% |
| 1Y | +40.0% | +19.0% | +21.0% | +24.8% |
| 3Y | +175.0% | +40.7% | +134.3% | +113.7% |
| 5Y | +162.0% | +40.1% | +121.8% | +97.2% |
| All | +900.5% | +291.9% | +608.6% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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