+43.0%
MPWR vs MKC
-23.3%
+66.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.6% |
| 7D | -0.6% | -4.3% | +3.7% | -2.6% |
| 30D | -13.1% | -2.0% | -11.1% | -13.6% |
| 3M | -21.7% | +10.0% | -31.7% | -18.3% |
| 6M | +19.5% | -18.5% | +38.0% | +17.6% |
| YTD | +34.9% | -22.4% | +57.3% | +31.4% |
| All | +43.0% | -23.3% | +66.4% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling