+1,096.1%
MPWR vs ROKU
+875.4%
+220.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.3% | -2.6% | +0.4% | -1.6% |
| 30D | -15.4% | +2.1% | -17.5% | -15.9% |
| 3M | -19.4% | +31.8% | -51.2% | -25.1% |
| 6M | +12.7% | +53.3% | -40.5% | +0.7% |
| YTD | +31.3% | +42.1% | -10.7% | +18.8% |
| 1Y | +39.7% | +62.3% | -22.7% | +21.9% |
| 3Y | +142.2% | +84.6% | +57.5% | +95.4% |
| 5Y | +149.0% | -53.1% | +202.0% | +136.6% |
| All | +1,096.1% | +875.4% | +220.7% | +790.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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