+40.0%
MPWR vs TXG
+300.4%
-260.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.4% |
| 7D | +2.2% | -3.7% | +5.9% | +3.2% |
| 30D | -2.1% | -22.0% | +19.9% | +2.3% |
| 3M | -1.6% | +7.4% | -8.9% | -4.5% |
| 6M | -14.9% | +191.2% | -206.1% | -31.4% |
| YTD | +50.5% | +285.7% | -235.1% | +15.4% |
| 1Y | +40.0% | +268.3% | -228.3% | +7.4% |
| All | +40.0% | +300.4% | -260.4% | +7.4% |
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