+16,489.1%
MPWR vs TKO
+3,486.1%
+13,003.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | +16.8% | +2.3% | +14.5% | +16.2% |
| 30D | +11.9% | +13.4% | -1.5% | +7.8% |
| 3M | +2.2% | -1.7% | +3.9% | +2.5% |
| 6M | -15.5% | +7.2% | -22.7% | -18.4% |
| YTD | +54.2% | -5.4% | +59.6% | +53.8% |
| 1Y | +51.5% | +8.7% | +42.8% | +44.3% |
| 3Y | +180.2% | +150.4% | +29.8% | +102.5% |
| 5Y | +156.8% | +276.6% | -119.9% | +58.5% |
| 10Y | +1,801.1% | +1,134.6% | +666.5% | +643.6% |
| All | +16,489.1% | +3,486.1% | +13,003.0% | +3,282.6% |
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