+788.7%
MPWR vs TXG
+16.5%
+772.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.1% |
| 7D | +2.2% | -3.7% | +5.9% | +3.7% |
| 30D | -2.1% | -22.0% | +19.9% | +5.4% |
| 3M | -1.6% | +7.4% | -8.9% | -6.6% |
| 6M | -14.9% | +191.2% | -206.1% | -43.6% |
| YTD | +50.5% | +285.7% | -235.1% | -12.2% |
| 1Y | +40.0% | +268.3% | -228.3% | -17.8% |
| 3Y | +175.0% | +77.3% | +97.7% | +84.2% |
| 5Y | +162.0% | -62.3% | +224.3% | +167.2% |
| All | +788.7% | +16.5% | +772.2% | +562.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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