+16,459.4%
MPWR vs ROK
+1,247.9%
+15,211.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +14.3% |
| 7D | +11.6% | -11.5% | +23.1% | +20.9% |
| 30D | +0.1% | -10.0% | +10.1% | +7.4% |
| 3M | -0.8% | -11.4% | +10.6% | +7.8% |
| 6M | -13.0% | -13.7% | +0.7% | -3.3% |
| YTD | +53.9% | +1.0% | +52.9% | +54.4% |
| 1Y | +45.8% | +5.6% | +40.2% | +42.3% |
| 3Y | +194.3% | +59.1% | +135.2% | +119.1% |
| 5Y | +160.1% | +26.1% | +134.0% | +123.0% |
| 10Y | +1,786.5% | +266.4% | +1,520.1% | +735.7% |
| All | +16,459.4% | +1,247.9% | +15,211.4% | +3,832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling