+1,542.6%
MPWR vs KHC
-53.9%
+1,596.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +8.0% | +5.8% |
| 7D | -1.7% | +1.1% | -2.9% | -2.1% |
| 30D | -16.5% | +12.0% | -28.5% | -18.9% |
| 3M | -12.3% | +0.2% | -12.5% | -12.8% |
| 6M | -27.7% | +10.3% | -38.1% | -30.8% |
| YTD | +32.0% | +6.7% | +25.3% | +26.8% |
| 1Y | +25.1% | +10.9% | +14.2% | +18.7% |
| 3Y | +146.5% | -12.6% | +159.1% | +146.1% |
| 5Y | +126.0% | -16.3% | +142.3% | +123.4% |
| All | +1,542.6% | -53.9% | +1,596.6% | +1,424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling