+41.3%
MPWR vs TXG
+385.8%
-344.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -1.3% | +9.1% | -10.4% | -3.0% |
| 30D | -12.8% | +14.9% | -27.7% | -15.3% |
| 3M | -21.3% | +120.0% | -141.3% | -33.0% |
| 6M | +13.7% | +221.8% | -208.1% | -8.7% |
| YTD | +33.3% | +312.6% | -279.3% | +2.3% |
| 1Y | +41.3% | +398.4% | -357.1% | +2.6% |
| All | +41.3% | +385.8% | -344.5% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling