+6,261.9%
KLAC vs MPWR
+17,490.5%
-11,228.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | -2.1% | +2.2% | -4.3% | -2.9% |
| 30D | -21.8% | -2.1% | -19.7% | -21.0% |
| 3M | -20.5% | -1.6% | -19.0% | -20.1% |
| 6M | -18.0% | -14.9% | -3.0% | -11.1% |
| YTD | +26.4% | +50.5% | -24.2% | +5.3% |
| 1Y | +26.3% | +40.0% | -13.7% | +8.9% |
| 3Y | +193.3% | +175.0% | +18.3% | +78.3% |
| 5Y | +297.2% | +162.0% | +135.3% | +138.2% |
| 10Y | +2,288.0% | +1,791.8% | +496.1% | +598.1% |
| All | +6,261.9% | +17,490.5% | -11,228.6% | +897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling