+1,632.0%
MPWR vs KDP
+174.5%
+1,457.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | -9.0% | +6.0% | -15.0% | -11.0% |
| 3M | -25.8% | +9.2% | -35.0% | -29.0% |
| 6M | +11.8% | +14.7% | -2.9% | +4.9% |
| YTD | +35.5% | +19.2% | +16.3% | +25.0% |
| 1Y | +45.3% | +15.2% | +30.1% | +35.3% |
| 3Y | +138.5% | +6.0% | +132.5% | +123.1% |
| 5Y | +152.8% | +5.4% | +147.3% | +136.5% |
| All | +1,632.0% | +174.5% | +1,457.6% | +1,181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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