+161.6%
MPWR vs KNX
+37.6%
+124.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +5.0% |
| 7D | +0.9% | -5.6% | +6.5% | +4.2% |
| 30D | -13.4% | -4.4% | -9.0% | -11.3% |
| 3M | -22.2% | -17.3% | -4.9% | -13.7% |
| 6M | +15.7% | +22.6% | -7.0% | +0.8% |
| YTD | +36.7% | +31.1% | +5.5% | +13.2% |
| 1Y | +47.9% | +60.2% | -12.3% | +6.1% |
| 3Y | +159.7% | +35.8% | +123.9% | +99.2% |
| All | +161.6% | +37.6% | +124.0% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling