+700.0%
MPWR vs TXG
+16.0%
+684.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.6% | +1.8% | -4.4% | -3.2% |
| 30D | -9.0% | +32.0% | -41.0% | -18.2% |
| 3M | -25.8% | +87.0% | -112.8% | -41.2% |
| 6M | +11.8% | +180.1% | -168.3% | -24.1% |
| YTD | +35.5% | +284.1% | -248.6% | -19.0% |
| 1Y | +45.3% | +361.7% | -316.4% | -21.1% |
| 3Y | +138.5% | +15.9% | +122.5% | +89.5% |
| 5Y | +152.8% | -66.2% | +218.9% | +171.2% |
| All | +700.0% | +16.0% | +684.0% | +511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling