+1,650.0%
MPWR vs ROK
+342.8%
+1,307.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.4% |
| 7D | -0.6% | +2.8% | -3.4% | -2.6% |
| 30D | -13.1% | -2.4% | -10.7% | -11.4% |
| 3M | -21.7% | -4.7% | -17.0% | -18.7% |
| 6M | +19.5% | +16.8% | +2.8% | +7.6% |
| YTD | +34.9% | +11.4% | +23.6% | +24.9% |
| 1Y | +42.0% | +26.2% | +15.8% | +20.1% |
| 3Y | +148.8% | +51.9% | +97.0% | +79.1% |
| 5Y | +156.8% | +46.4% | +110.4% | +86.8% |
| 10Y | +1,650.0% | +343.5% | +1,306.5% | +560.8% |
| All | +1,650.0% | +342.8% | +1,307.2% | +560.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling