+167.3%
MPWR vs ROL
+13.5%
+153.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.8% |
| 7D | +27.9% | -1.7% | +29.6% | +28.5% |
| 30D | +9.7% | +18.5% | -8.8% | +5.1% |
| 3M | +1.7% | +4.3% | -2.6% | +0.6% |
| 6M | -9.2% | -27.7% | +18.5% | -0.2% |
| YTD | +60.5% | -35.8% | +96.3% | +83.2% |
| 1Y | +52.0% | -34.1% | +86.1% | +71.8% |
| 3Y | +193.1% | +2.9% | +190.2% | +164.0% |
| 5Y | +167.3% | +12.7% | +154.5% | +100.4% |
| All | +167.3% | +13.5% | +153.8% | +100.4% |
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