+45.3%
MPWR vs ROK
+29.3%
+16.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | -0.3% |
| 7D | -2.6% | +0.7% | -3.3% | -3.2% |
| 30D | -9.0% | -3.3% | -5.7% | -6.2% |
| 3M | -25.8% | -5.9% | -20.0% | -21.4% |
| 6M | +11.8% | +13.9% | -2.1% | +1.2% |
| YTD | +35.5% | +12.6% | +22.9% | +20.4% |
| 1Y | +45.3% | +28.6% | +16.7% | +12.1% |
| All | +45.3% | +29.3% | +16.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling