+675.3%
MPWR vs TXG
+22.9%
+652.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -2.3% | +5.0% | -7.3% | -3.9% |
| 30D | -15.4% | +13.5% | -28.9% | -19.4% |
| 3M | -19.4% | +128.0% | -147.4% | -40.2% |
| 6M | +12.7% | +224.4% | -211.7% | -27.3% |
| YTD | +31.3% | +307.0% | -275.7% | -23.0% |
| 1Y | +39.7% | +427.2% | -387.6% | -27.6% |
| 3Y | +142.2% | +40.2% | +102.0% | +79.8% |
| 5Y | +149.0% | -64.0% | +213.0% | +161.6% |
| All | +675.3% | +22.9% | +652.4% | +480.6% |
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