+1,134.2%
MPWR vs ROKU
+884.7%
+249.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -9.0% | +5.9% | -14.9% | -10.3% |
| 3M | -25.8% | +23.9% | -49.7% | -30.0% |
| 6M | +11.8% | +59.6% | -47.8% | -1.2% |
| YTD | +35.5% | +43.4% | -7.9% | +22.3% |
| 1Y | +45.3% | +60.2% | -14.8% | +27.1% |
| 3Y | +138.5% | +90.4% | +48.1% | +91.0% |
| 5Y | +152.8% | -54.5% | +207.3% | +141.2% |
| All | +1,134.2% | +884.7% | +249.5% | +817.0% |
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