+5,612.7%
MPWR vs KDP
+1,304.6%
+4,308.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.3% | -10.6% | -10.4% |
| 7D | -5.6% | +4.5% | -10.1% | -7.8% |
| 30D | -23.2% | +18.5% | -41.7% | -29.1% |
| 3M | -15.8% | +20.8% | -36.6% | -23.3% |
| 6M | -28.5% | +29.4% | -57.9% | -37.8% |
| YTD | +25.5% | +35.9% | -10.4% | +6.2% |
| 1Y | +13.9% | +42.5% | -28.6% | -5.8% |
| 3Y | +134.6% | +29.4% | +105.2% | +95.6% |
| 5Y | +114.8% | +15.8% | +99.0% | +88.2% |
| 10Y | +1,499.3% | +236.5% | +1,262.8% | +686.2% |
| All | +5,612.7% | +1,304.6% | +4,308.0% | +1,160.8% |
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 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