+1,791.8%
MPWR vs TYL
+169.5%
+1,622.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.7% |
| 7D | +2.2% | +4.3% | -2.1% | -0.7% |
| 30D | -2.1% | +28.0% | -30.0% | -16.2% |
| 3M | -1.6% | +32.3% | -33.9% | -19.2% |
| 6M | -14.9% | +29.9% | -44.8% | -33.1% |
| YTD | +50.5% | -7.1% | +57.6% | +43.9% |
| 1Y | +40.0% | -9.2% | +49.2% | +35.6% |
| 3Y | +175.0% | +0.7% | +174.2% | +134.5% |
| 5Y | +162.0% | -21.1% | +183.0% | +172.0% |
| 10Y | +1,791.8% | +180.8% | +1,611.0% | +737.6% |
| All | +1,791.8% | +169.5% | +1,622.3% | +737.6% |
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