+1,786.5%
MPWR vs ROK
+277.6%
+1,508.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +13.9% |
| 7D | +11.6% | -11.5% | +23.1% | +22.4% |
| 30D | +0.1% | -10.0% | +10.1% | +8.5% |
| 3M | -0.8% | -11.4% | +10.6% | +9.2% |
| 6M | -13.0% | -13.7% | +0.7% | -1.8% |
| YTD | +53.9% | +1.0% | +52.9% | +53.8% |
| 1Y | +45.8% | +5.6% | +40.2% | +41.1% |
| 3Y | +194.3% | +59.1% | +135.2% | +105.5% |
| 5Y | +160.1% | +26.1% | +134.0% | +111.9% |
| 10Y | +1,786.5% | +266.4% | +1,520.1% | +822.8% |
| All | +1,786.5% | +277.6% | +1,508.9% | +822.8% |
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