+14,479.0%
MPWR vs ROK
+1,401.8%
+13,077.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | 0.0% |
| 7D | -2.6% | +0.7% | -3.3% | -3.0% |
| 30D | -9.0% | -3.3% | -5.7% | -7.0% |
| 3M | -25.8% | -5.9% | -20.0% | -22.5% |
| 6M | +11.8% | +13.9% | -2.1% | +3.8% |
| YTD | +35.5% | +12.6% | +22.9% | +26.2% |
| 1Y | +45.3% | +28.6% | +16.7% | +24.5% |
| 3Y | +138.5% | +45.1% | +93.3% | +86.5% |
| 5Y | +152.8% | +45.6% | +107.2% | +96.4% |
| 10Y | +1,616.6% | +345.0% | +1,271.6% | +570.2% |
| All | +14,479.0% | +1,401.8% | +13,077.2% | +3,113.9% |
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