+1,542.6%
MPWR vs TYL
+168.7%
+1,374.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.5% |
| 7D | -1.7% | +6.7% | -8.4% | -5.7% |
| 30D | -16.5% | +26.5% | -43.1% | -28.1% |
| 3M | -12.3% | +37.3% | -49.6% | -29.6% |
| 6M | -27.7% | +31.2% | -58.9% | -43.6% |
| YTD | +32.0% | -7.4% | +39.4% | +26.4% |
| 1Y | +25.1% | -9.6% | +34.6% | +21.6% |
| 3Y | +146.5% | +1.9% | +144.6% | +108.1% |
| 5Y | +126.0% | -21.1% | +147.2% | +134.8% |
| All | +1,542.6% | +168.7% | +1,374.0% | +650.2% |
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