+800.6%
MPWR vs TW
+221.1%
+579.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.6% | -2.3% | -0.3% | -1.6% |
| 30D | -9.0% | +3.9% | -13.0% | -10.7% |
| 3M | -25.8% | +5.7% | -31.5% | -29.0% |
| 6M | +11.8% | -14.5% | +26.3% | +17.6% |
| YTD | +35.5% | -0.9% | +36.4% | +31.3% |
| 1Y | +45.3% | -13.5% | +58.8% | +50.0% |
| 3Y | +138.5% | +25.0% | +113.5% | +93.5% |
| 5Y | +152.8% | +22.7% | +130.1% | +101.1% |
| All | +800.6% | +221.1% | +579.5% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling