+149.0%
MPWR vs KEYS
+79.0%
+70.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | +0.1% |
| 7D | -2.3% | +0.9% | -3.2% | -3.2% |
| 30D | -15.4% | -5.3% | -10.2% | -11.1% |
| 3M | -19.4% | +0.5% | -19.9% | -20.0% |
| 6M | +12.7% | +14.0% | -1.3% | +0.2% |
| YTD | +31.3% | +60.3% | -28.9% | -20.7% |
| 1Y | +39.7% | +91.3% | -51.7% | -31.1% |
| 3Y | +142.2% | +146.1% | -4.0% | -10.3% |
| 5Y | +149.0% | +80.8% | +68.2% | +24.3% |
| All | +149.0% | +79.0% | +70.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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