+155.6%
MPWR vs ROKU
-54.3%
+209.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -1.3% | -3.0% | +1.8% | -0.3% |
| 30D | -12.8% | +0.7% | -13.5% | -13.1% |
| 3M | -21.3% | +26.5% | -47.8% | -28.0% |
| 6M | +13.7% | +52.6% | -38.9% | -2.8% |
| YTD | +33.3% | +40.9% | -7.7% | +16.0% |
| 1Y | +41.3% | +57.6% | -16.3% | +17.7% |
| 3Y | +145.8% | +83.2% | +62.6% | +79.3% |
| 5Y | +155.6% | -54.8% | +210.5% | +137.8% |
| All | +155.6% | -54.3% | +209.9% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling