+156.2%
MPWR vs KNX
+12.1%
+144.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -5.9% |
| 7D | +16.8% | +9.2% | +7.6% | +11.1% |
| 30D | +11.9% | +0.9% | +10.9% | +11.5% |
| 3M | +2.2% | -12.7% | +14.9% | +10.3% |
| 6M | -15.5% | +7.3% | -22.8% | -20.6% |
| YTD | +54.2% | +23.1% | +31.1% | +32.0% |
| 1Y | +51.5% | +47.1% | +4.4% | +15.6% |
| 3Y | +180.2% | +33.3% | +147.0% | +115.7% |
| All | +156.2% | +12.1% | +144.1% | +103.4% |
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