+14,479.0%
MPWR vs TKO
+3,299.5%
+11,179.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | -9.0% | +1.6% | -10.6% | -9.7% |
| 3M | -25.8% | -7.8% | -18.0% | -24.6% |
| 6M | +11.8% | -13.3% | +25.0% | +15.2% |
| YTD | +35.5% | -10.3% | +45.8% | +37.5% |
| 1Y | +45.3% | -0.6% | +45.9% | +42.1% |
| 3Y | +138.5% | +88.5% | +50.0% | +87.1% |
| 5Y | +152.8% | +284.7% | -132.0% | +54.9% |
| 10Y | +1,616.6% | +905.7% | +710.9% | +614.7% |
| All | +14,479.0% | +3,299.5% | +11,179.6% | +2,924.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling