+14,101.9%
MPWR vs TXT
+162.4%
+13,939.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +6.1% |
| 7D | -1.7% | -2.5% | +0.8% | -0.6% |
| 30D | -16.5% | +14.4% | -30.9% | -21.7% |
| 3M | -12.3% | -4.9% | -7.4% | -11.0% |
| 6M | -27.7% | -10.2% | -17.5% | -25.0% |
| YTD | +32.0% | -4.1% | +36.1% | +32.7% |
| 1Y | +25.1% | +4.0% | +21.1% | +21.5% |
| 3Y | +146.5% | +8.0% | +138.5% | +135.7% |
| 5Y | +126.0% | +8.4% | +117.6% | +119.7% |
| 10Y | +1,582.7% | +116.6% | +1,466.1% | +1,071.4% |
| All | +14,101.9% | +162.4% | +13,939.4% | +9,274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling