+1,786.5%
MPWR vs ROL
+222.1%
+1,564.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.1% | +14.5% | +15.6% |
| 7D | +11.6% | +7.5% | +4.1% | +7.9% |
| 30D | +0.1% | +21.1% | -21.0% | -9.1% |
| 3M | -0.8% | +3.1% | -4.0% | -3.2% |
| 6M | -13.0% | -27.4% | +14.4% | +0.1% |
| YTD | +53.9% | -34.7% | +88.6% | +86.4% |
| 1Y | +45.8% | -32.9% | +78.8% | +73.7% |
| 3Y | +194.3% | +6.1% | +188.1% | +156.0% |
| 5Y | +160.1% | +16.3% | +143.8% | +104.6% |
| 10Y | +1,786.5% | +214.9% | +1,571.6% | +736.5% |
| All | +1,786.5% | +222.1% | +1,564.4% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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