+14,415.2%
MPWR vs KNX
+502.1%
+13,913.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.3% |
| 7D | -0.6% | +6.4% | -7.0% | -3.4% |
| 30D | -13.1% | +1.4% | -14.5% | -13.7% |
| 3M | -21.7% | -12.0% | -9.7% | -17.3% |
| 6M | +19.5% | +25.2% | -5.6% | +6.8% |
| YTD | +34.9% | +36.6% | -1.7% | +15.4% |
| 1Y | +42.0% | +67.6% | -25.6% | +9.2% |
| 3Y | +148.8% | +40.8% | +108.0% | +104.4% |
| 5Y | +156.8% | +43.3% | +113.5% | +109.5% |
| 10Y | +1,650.0% | +170.1% | +1,479.9% | +903.4% |
| All | +14,415.2% | +502.1% | +13,913.1% | +4,725.8% |
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