+6,070.2%
MPWR vs KDP
+1,132.0%
+4,938.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | -9.0% | +6.0% | -15.0% | -11.7% |
| 3M | -25.8% | +9.2% | -35.0% | -29.8% |
| 6M | +11.8% | +14.7% | -2.9% | +3.2% |
| YTD | +35.5% | +19.2% | +16.3% | +22.4% |
| 1Y | +45.3% | +15.2% | +30.1% | +32.6% |
| 3Y | +138.5% | +6.0% | +132.5% | +119.2% |
| 5Y | +152.8% | +5.4% | +147.3% | +131.2% |
| 10Y | +1,616.6% | +171.9% | +1,444.7% | +840.0% |
| All | +6,070.2% | +1,132.0% | +4,938.2% | +1,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling