+1,786.5%
MPWR vs KIM
+65.6%
+1,720.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.0% | +15.6% | +16.3% |
| 7D | +11.6% | +2.8% | +8.8% | +10.5% |
| 30D | +0.1% | +16.3% | -16.2% | -5.2% |
| 3M | -0.8% | +6.6% | -7.5% | -3.3% |
| 6M | -13.0% | +12.3% | -25.3% | -17.3% |
| YTD | +53.9% | +31.6% | +22.4% | +38.0% |
| 1Y | +45.8% | +31.5% | +14.3% | +30.6% |
| 3Y | +194.3% | +68.0% | +126.3% | +142.4% |
| 5Y | +160.1% | +38.7% | +121.5% | +129.8% |
| 10Y | +1,786.5% | +65.7% | +1,720.8% | +1,303.7% |
| All | +1,786.5% | +65.6% | +1,720.9% | +1,303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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