+155.6%
MPWR vs TKO
+306.8%
-151.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -12.8% | +0.9% | -13.7% | -13.3% |
| 3M | -21.3% | -6.2% | -15.1% | -20.4% |
| 6M | +13.7% | -5.6% | +19.4% | +14.1% |
| YTD | +33.3% | -7.8% | +41.1% | +34.1% |
| 1Y | +41.3% | -1.2% | +42.5% | +37.8% |
| 3Y | +145.8% | +106.5% | +39.3% | +83.6% |
| 5Y | +155.6% | +310.4% | -154.7% | +16.4% |
| All | +155.6% | +306.8% | -151.1% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling