+1,607.5%
MPWR vs TKO
+985.8%
+621.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -15.4% | -2.6% | -12.8% | -15.0% |
| 3M | -19.4% | -7.8% | -11.6% | -18.0% |
| 6M | +12.7% | -7.0% | +19.8% | +13.6% |
| YTD | +31.3% | -8.5% | +39.9% | +32.4% |
| 1Y | +39.7% | -1.3% | +41.0% | +36.7% |
| 3Y | +142.2% | +105.0% | +37.2% | +83.8% |
| 5Y | +149.0% | +292.9% | -143.9% | +47.6% |
| All | +1,607.5% | +985.8% | +621.7% | +655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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