+14,101.9%
MPWR vs ROK
+1,201.2%
+12,900.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +6.1% |
| 7D | -1.7% | -13.8% | +12.1% | +8.0% |
| 30D | -16.5% | -14.9% | -1.6% | -7.4% |
| 3M | -12.3% | -14.7% | +2.4% | -2.6% |
| 6M | -27.7% | -17.7% | -10.1% | -17.4% |
| YTD | +32.0% | -2.5% | +34.5% | +35.1% |
| 1Y | +25.1% | +2.3% | +22.8% | +24.3% |
| 3Y | +146.5% | +52.7% | +93.8% | +87.9% |
| 5Y | +126.0% | +20.5% | +105.5% | +98.9% |
| 10Y | +1,582.7% | +284.0% | +1,298.7% | +625.5% |
| All | +14,101.9% | +1,201.2% | +12,900.7% | +3,340.9% |
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