+146.5%
MPWR vs TXT
+7.8%
+138.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +6.4% |
| 7D | -1.7% | -2.5% | +0.8% | -0.2% |
| 30D | -16.5% | +14.4% | -30.9% | -24.1% |
| 3M | -12.3% | -4.9% | -7.4% | -9.8% |
| 6M | -27.7% | -10.2% | -17.5% | -23.2% |
| YTD | +32.0% | -4.1% | +36.1% | +32.2% |
| 1Y | +25.1% | +4.0% | +21.1% | +17.6% |
| 3Y | +146.5% | +8.0% | +138.5% | +111.4% |
| All | +146.5% | +7.8% | +138.7% | +111.4% |
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