+155.2%
MPWR vs ROL
-3.8%
+159.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.6% | -1.4% | -1.1% | -2.2% |
| 30D | -9.0% | -4.1% | -5.0% | -8.1% |
| 3M | -25.8% | -22.5% | -3.3% | -20.9% |
| 6M | +11.8% | -37.7% | +49.4% | +27.6% |
| YTD | +35.5% | -39.6% | +75.1% | +55.9% |
| 1Y | +45.3% | -36.0% | +81.3% | +63.2% |
| 3Y | +138.5% | -5.1% | +143.6% | +122.6% |
| All | +155.2% | -3.8% | +159.0% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling