+1,102.3%
MPWR vs ROKU
+915.9%
+186.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -1.7% | +3.5% | -5.2% | -2.5% |
| 30D | -16.5% | +5.1% | -21.6% | -17.5% |
| 3M | -12.3% | +7.0% | -19.2% | -13.8% |
| 6M | -27.7% | +25.4% | -53.2% | -32.1% |
| YTD | +32.0% | +48.0% | -16.0% | +18.2% |
| 1Y | +25.1% | +53.1% | -28.1% | +10.9% |
| 3Y | +146.5% | +92.7% | +53.8% | +98.6% |
| 5Y | +126.0% | -42.4% | +168.4% | +107.2% |
| All | +1,102.3% | +915.9% | +186.3% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling