+16,489.1%
MPWR vs KNX
+442.6%
+16,046.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -5.4% |
| 7D | +16.8% | +9.2% | +7.6% | +12.4% |
| 30D | +11.9% | +0.9% | +10.9% | +11.7% |
| 3M | +2.2% | -12.7% | +14.9% | +8.6% |
| 6M | -15.5% | +7.3% | -22.8% | -19.1% |
| YTD | +54.2% | +23.1% | +31.1% | +38.2% |
| 1Y | +51.5% | +47.1% | +4.4% | +25.0% |
| 3Y | +180.2% | +33.3% | +147.0% | +137.5% |
| 5Y | +156.8% | +12.1% | +144.7% | +133.4% |
| 10Y | +1,801.1% | +106.9% | +1,694.2% | +1,126.9% |
| All | +16,489.1% | +442.6% | +16,046.4% | +5,679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling