+153.2%
MPWR vs KNX
+36.2%
+117.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.2% |
| 7D | -1.3% | +2.3% | -3.6% | -2.5% |
| 30D | -12.8% | +0.5% | -13.3% | -13.2% |
| 3M | -21.3% | -14.1% | -7.2% | -15.4% |
| 6M | +13.7% | +19.8% | -6.0% | +2.6% |
| YTD | +33.3% | +32.7% | +0.5% | +13.3% |
| 1Y | +41.3% | +62.3% | -21.0% | +6.1% |
| All | +153.2% | +36.2% | +117.0% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling