+114.8%
MPWR vs TYL
-20.5%
+135.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -12.0% | -11.0% |
| 7D | -5.6% | +15.1% | -20.7% | -11.3% |
| 30D | -23.2% | +30.1% | -53.3% | -32.1% |
| 3M | -15.8% | +40.4% | -56.2% | -29.4% |
| 6M | -28.5% | +31.3% | -59.8% | -40.6% |
| YTD | +25.5% | -5.2% | +30.7% | +26.1% |
| 1Y | +13.9% | -6.6% | +20.5% | +15.3% |
| 3Y | +134.6% | +3.4% | +131.2% | +105.5% |
| 5Y | +114.8% | -19.3% | +134.1% | +129.9% |
| All | +114.8% | -20.5% | +135.4% | +129.9% |
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