+1,921.6%
MPWR vs KIM
+63.9%
+1,857.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.2% | +9.0% |
| 7D | +17.3% | -1.0% | +18.3% | +17.7% |
| 30D | +12.1% | +14.8% | -2.7% | +6.6% |
| 3M | +5.6% | +8.1% | -2.5% | +2.5% |
| 6M | -10.7% | +11.7% | -22.4% | -14.9% |
| YTD | +64.0% | +30.7% | +33.2% | +47.3% |
| 1Y | +55.9% | +29.7% | +26.2% | +40.3% |
| 3Y | +199.5% | +65.1% | +134.4% | +148.1% |
| 5Y | +176.6% | +34.7% | +141.9% | +146.1% |
| 10Y | +1,921.6% | +64.1% | +1,857.5% | +1,421.0% |
| All | +1,921.6% | +63.9% | +1,857.8% | +1,421.0% |
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