+923.0%
MPWR vs TW
+287.8%
+635.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +0.4% | +16.2% | +16.4% |
| 7D | +11.6% | +3.4% | +8.2% | +10.1% |
| 30D | +0.1% | +15.5% | -15.3% | -5.9% |
| 3M | -0.8% | +25.1% | -26.0% | -10.4% |
| 6M | -13.0% | +18.2% | -31.2% | -20.9% |
| YTD | +53.9% | +19.7% | +34.2% | +37.0% |
| 1Y | +45.8% | +18.1% | +27.7% | +30.4% |
| 3Y | +194.3% | +40.5% | +153.7% | +128.6% |
| 5Y | +160.1% | +37.1% | +123.1% | +97.9% |
| All | +923.0% | +287.8% | +635.2% | +405.8% |
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