+1,632.0%
MPWR vs KHC
-55.5%
+1,687.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.6% | -1.8% | -0.8% | -2.2% |
| 30D | -9.0% | -1.9% | -7.2% | -8.8% |
| 3M | -25.8% | +14.4% | -40.2% | -29.3% |
| 6M | +11.8% | +8.7% | +3.0% | +7.7% |
| YTD | +35.5% | +7.8% | +27.7% | +30.4% |
| 1Y | +45.3% | -1.5% | +46.8% | +43.3% |
| 3Y | +138.5% | -9.9% | +148.3% | +136.4% |
| 5Y | +152.8% | -10.7% | +163.5% | +144.4% |
| All | +1,632.0% | -55.5% | +1,687.5% | +1,588.4% |
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