+155.2%
MPWR vs TYL
-25.2%
+180.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +2.7% |
| 7D | -2.6% | -3.7% | +1.1% | -1.0% |
| 30D | -9.0% | +18.7% | -27.8% | -17.0% |
| 3M | -25.8% | +18.1% | -44.0% | -34.3% |
| 6M | +11.8% | -1.1% | +12.9% | +7.7% |
| YTD | +35.5% | -19.8% | +55.3% | +48.2% |
| 1Y | +45.3% | -34.3% | +79.6% | +85.1% |
| 3Y | +138.5% | -8.2% | +146.7% | +116.9% |
| All | +155.2% | -25.2% | +180.4% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling