+146.5%
MPWR vs TW
+39.9%
+106.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -1.7% | +4.2% | -6.0% | -2.0% |
| 30D | -16.5% | +18.9% | -35.4% | -17.4% |
| 3M | -12.3% | +23.8% | -36.1% | -13.5% |
| 6M | -27.7% | +17.0% | -44.8% | -28.3% |
| YTD | +32.0% | +19.2% | +12.8% | +29.1% |
| 1Y | +25.1% | +20.1% | +5.0% | +21.9% |
| 3Y | +146.5% | +40.5% | +106.0% | +122.9% |
| All | +146.5% | +39.9% | +106.6% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling