+146.5%
MPWR vs MKC
-18.6%
+165.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.5% | +4.6% |
| 7D | -1.7% | +2.3% | -4.1% | -1.2% |
| 30D | -16.5% | +8.1% | -24.6% | -15.1% |
| 3M | -12.3% | -6.4% | -5.8% | -12.8% |
| 6M | -27.7% | +1.8% | -29.5% | -27.2% |
| YTD | +32.0% | -26.9% | +58.9% | +33.0% |
| 1Y | +25.1% | -21.7% | +46.8% | +25.7% |
| 3Y | +146.5% | -18.7% | +165.2% | +148.3% |
| All | +146.5% | -18.6% | +165.1% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling