+43.1%
MPWR vs ROK
+4.6%
+38.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +13.2% |
| 7D | +11.6% | -11.5% | +23.1% | +24.7% |
| 30D | +0.1% | -10.0% | +10.1% | +10.0% |
| 3M | -0.8% | -11.4% | +10.6% | +11.1% |
| 6M | -13.0% | -13.7% | +0.7% | +0.2% |
| YTD | +53.9% | +1.0% | +52.9% | +48.5% |
| All | +43.1% | +4.6% | +38.6% | +38.8% |
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 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