+125.2%
MPWR vs KMX
-66.8%
+192.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.1% |
| 7D | -1.7% | -7.4% | +5.6% | +1.2% |
| 30D | -16.5% | -3.4% | -13.1% | -15.9% |
| 3M | -12.3% | -11.3% | -0.9% | -8.9% |
| 6M | -27.7% | +30.6% | -58.3% | -37.7% |
| YTD | +32.0% | +33.2% | -1.2% | +10.0% |
| 1Y | +25.1% | +66.7% | -41.6% | -7.0% |
| 3Y | +146.5% | -22.1% | +168.6% | +155.5% |
| All | +125.2% | -66.8% | +192.0% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling