+156.8%
MPWR vs TXG
-65.4%
+222.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -2.0% |
| 7D | -0.6% | +9.4% | -10.0% | -3.6% |
| 30D | -13.1% | +26.1% | -39.1% | -20.3% |
| 3M | -21.7% | +124.8% | -146.5% | -41.7% |
| 6M | +19.5% | +215.2% | -195.7% | -22.2% |
| YTD | +34.9% | +302.2% | -267.3% | -20.8% |
| 1Y | +42.0% | +370.9% | -329.0% | -23.7% |
| 3Y | +148.8% | +38.5% | +110.3% | +85.9% |
| 5Y | +156.8% | -64.4% | +221.2% | +145.2% |
| All | +156.8% | -65.4% | +222.2% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling