-28.5%
MPWR vs TYL
+31.6%
-60.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -12.0% | -9.0% |
| 7D | -5.6% | +15.1% | -20.7% | +5.4% |
| 30D | -23.2% | +30.1% | -53.3% | -4.6% |
| 3M | -15.8% | +40.4% | -56.2% | +14.6% |
| 6M | -28.5% | +31.3% | -59.8% | -3.8% |
| All | -28.5% | +31.6% | -60.2% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling