+160.1%
MPWR vs TYL
-22.8%
+183.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.6% | +17.2% | +16.8% |
| 7D | +11.6% | +3.5% | +8.1% | +9.6% |
| 30D | +0.1% | +26.9% | -26.8% | -10.6% |
| 3M | -0.8% | +33.8% | -34.7% | -15.1% |
| 6M | -13.0% | +28.8% | -41.9% | -27.2% |
| YTD | +53.9% | -7.9% | +61.8% | +56.4% |
| 1Y | +45.8% | -9.8% | +55.6% | +50.0% |
| 3Y | +194.3% | +1.2% | +193.1% | +158.8% |
| 5Y | +160.1% | -22.8% | +183.0% | +186.7% |
| All | +160.1% | -22.8% | +183.0% | +186.7% |
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