+322.0%
TSM vs MPWR
+146.8%
+175.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +3.8% |
| 7D | -7.6% | -1.7% | -5.8% | -6.7% |
| 30D | -20.5% | -16.5% | -4.0% | -13.4% |
| 3M | -10.0% | -12.3% | +2.3% | -4.9% |
| 6M | -10.1% | -27.7% | +17.7% | +2.6% |
| YTD | +24.5% | +32.0% | -7.5% | +4.6% |
| 1Y | +31.2% | +25.1% | +6.1% | +13.1% |
| 3Y | +322.0% | +146.5% | +175.5% | +129.3% |
| All | +322.0% | +146.8% | +175.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 3y: compounded portfolio wealth divided by compounded MPWR 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…
3y analysis · Full analysis span regression · 6 months rolling