+180.2%
MPWR vs OKLO
+130.2%
+50.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.6% |
| 7D | +16.8% | +1.6% | +15.2% | +16.7% |
| 30D | +11.9% | -17.6% | +29.5% | +14.9% |
| 3M | +2.2% | -48.5% | +50.7% | +11.7% |
| 6M | -15.5% | -65.7% | +50.2% | -2.9% |
| YTD | +54.2% | -66.7% | +120.9% | +74.9% |
| 1Y | +51.5% | -76.5% | +127.9% | +77.8% |
| 3Y | +180.2% | +132.5% | +47.8% | +140.1% |
| All | +180.2% | +130.2% | +50.0% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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