+82.7%
MPWR vs RBRK
+130.3%
-47.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.3% | -3.5% | +1.2% | -1.5% |
| 30D | -15.4% | -8.3% | -7.1% | -14.3% |
| 3M | -19.4% | +24.7% | -44.0% | -24.5% |
| 6M | +12.7% | +58.9% | -46.2% | -2.6% |
| YTD | +31.3% | +16.3% | +15.1% | +23.2% |
| 1Y | +39.7% | +10.1% | +29.5% | +31.8% |
| All | +82.7% | +130.3% | -47.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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