+810.3%
MPWR vs TXG
+7.8%
+802.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.4% |
| 7D | +16.8% | -1.8% | +18.6% | +17.8% |
| 30D | +11.9% | -20.4% | +32.3% | +19.7% |
| 3M | +2.2% | +0.1% | +2.1% | -0.7% |
| 6M | -15.5% | +176.2% | -191.7% | -43.0% |
| YTD | +54.2% | +256.8% | -202.6% | -7.7% |
| 1Y | +51.5% | +255.9% | -204.4% | -10.2% |
| 3Y | +180.2% | +60.2% | +120.0% | +94.3% |
| 5Y | +156.8% | -65.1% | +221.8% | +168.5% |
| All | +810.3% | +7.8% | +802.5% | +595.9% |
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