+1,788.2%
MPWR vs MKC
+25.8%
+1,762.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.2% |
| 7D | +16.8% | -3.0% | +19.8% | +17.5% |
| 30D | +11.9% | +4.8% | +7.0% | +10.2% |
| 3M | +2.2% | -12.8% | +15.0% | +4.7% |
| 6M | -15.5% | +5.0% | -20.5% | -18.3% |
| YTD | +54.2% | -29.1% | +83.2% | +65.7% |
| 1Y | +51.5% | -26.4% | +77.8% | +60.7% |
| 3Y | +180.2% | -21.6% | +201.8% | +181.9% |
| 5Y | +156.8% | -35.2% | +192.0% | +168.4% |
| All | +1,788.2% | +25.8% | +1,762.4% | +1,431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling