+104.0%
TXN vs MPWR
+146.8%
-42.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -2.5% |
| 7D | -7.8% | -1.7% | -6.1% | -7.1% |
| 30D | -3.6% | -16.5% | +13.0% | +3.6% |
| 3M | +0.1% | -12.3% | +12.4% | +4.9% |
| 6M | -3.2% | -27.7% | +24.5% | +9.1% |
| YTD | +63.4% | +32.0% | +31.4% | +45.6% |
| 1Y | +75.6% | +25.1% | +50.5% | +59.4% |
| 3Y | +104.0% | +146.5% | -42.5% | +26.5% |
| All | +104.0% | +146.8% | -42.8% | +26.5% |
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