+1,788.2%
MPWR vs TYL
+183.6%
+1,604.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +16.8% | +0.8% | +16.0% | +16.2% |
| 30D | +11.9% | +21.1% | -9.3% | -1.0% |
| 3M | +2.2% | +28.9% | -26.7% | -14.5% |
| 6M | -15.5% | +42.0% | -57.5% | -37.3% |
| YTD | +54.2% | -6.6% | +60.8% | +46.9% |
| 1Y | +51.5% | -9.1% | +60.5% | +46.9% |
| 3Y | +180.2% | +1.8% | +178.4% | +137.1% |
| 5Y | +156.8% | -22.9% | +179.7% | +172.3% |
| All | +1,788.2% | +183.6% | +1,604.6% | +717.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling