+162.0%
MPWR vs KDP
+19.7%
+142.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +2.2% | +8.2% | -6.0% | +1.3% |
| 30D | -2.1% | +18.4% | -20.4% | -4.3% |
| 3M | -1.6% | +29.2% | -30.8% | -5.3% |
| 6M | -14.9% | +32.3% | -47.2% | -19.7% |
| YTD | +50.5% | +38.5% | +12.1% | +40.0% |
| 1Y | +40.0% | +48.5% | -8.5% | +27.6% |
| 3Y | +175.0% | +32.5% | +142.5% | +147.0% |
| 5Y | +162.0% | +19.7% | +142.3% | +161.9% |
| All | +162.0% | +19.7% | +142.3% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling