+3,452.4%
MPWR vs KEYS
+1,072.8%
+2,379.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.3% |
| 7D | -2.6% | +2.3% | -4.8% | -4.3% |
| 30D | -9.0% | -2.6% | -6.4% | -7.2% |
| 3M | -25.8% | -4.6% | -21.2% | -22.6% |
| 6M | +11.8% | +8.7% | +3.0% | +5.5% |
| YTD | +35.5% | +61.0% | -25.5% | -10.1% |
| 1Y | +45.3% | +96.0% | -50.7% | -18.8% |
| 3Y | +138.5% | +144.4% | -6.0% | +13.4% |
| 5Y | +152.8% | +80.5% | +72.3% | +55.2% |
| 10Y | +1,616.6% | +974.9% | +641.7% | +289.8% |
| All | +3,452.4% | +1,072.8% | +2,379.6% | +643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling