+198.0%
MPWR vs TXT
+13.4%
+184.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.5% |
| 7D | +17.3% | -0.8% | +18.1% | +17.9% |
| 30D | +12.1% | +13.4% | -1.3% | +2.9% |
| 3M | +5.6% | -2.5% | +8.2% | +7.0% |
| 6M | -10.7% | -6.2% | -4.5% | -7.7% |
| YTD | +64.0% | -1.3% | +65.3% | +61.5% |
| 1Y | +55.9% | +4.3% | +51.6% | +47.1% |
| All | +198.0% | +13.4% | +184.6% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling