+146.5%
MPWR vs KDP
+28.7%
+117.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.1% |
| 7D | -1.7% | +2.2% | -4.0% | -1.5% |
| 30D | -16.5% | +19.9% | -36.5% | -15.5% |
| 3M | -12.3% | +21.5% | -33.8% | -11.2% |
| 6M | -27.7% | +30.1% | -57.8% | -27.7% |
| YTD | +32.0% | +34.9% | -2.9% | +31.5% |
| 1Y | +25.1% | +43.4% | -18.3% | +24.1% |
| 3Y | +146.5% | +29.1% | +117.4% | +133.6% |
| All | +146.5% | +28.7% | +117.8% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling