+426.9%
TXN vs MPWR
+1,560.2%
-1,133.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -2.7% |
| 7D | -7.8% | -1.7% | -6.1% | -7.1% |
| 30D | -3.6% | -16.5% | +13.0% | +4.2% |
| 3M | +0.1% | -12.3% | +12.4% | +5.3% |
| 6M | -3.2% | -27.7% | +24.5% | +10.3% |
| YTD | +63.4% | +32.0% | +31.4% | +40.8% |
| 1Y | +75.6% | +25.1% | +50.5% | +54.8% |
| 3Y | +104.0% | +146.5% | -42.5% | +16.9% |
| 5Y | +65.0% | +126.0% | -61.0% | -11.5% |
| All | +426.9% | +1,560.2% | -1,133.2% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling