+16,096.1%
MPWR vs ROL
+2,262.1%
+13,834.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +2.2% | +3.4% | -1.2% | +0.4% |
| 30D | -2.1% | +20.8% | -22.8% | -11.4% |
| 3M | -1.6% | +3.7% | -5.3% | -4.6% |
| 6M | -14.9% | -27.7% | +12.7% | -2.5% |
| YTD | +50.5% | -34.9% | +85.5% | +81.3% |
| 1Y | +40.0% | -33.3% | +73.3% | +66.2% |
| 3Y | +175.0% | +4.3% | +170.6% | +148.1% |
| 5Y | +162.0% | +15.0% | +147.0% | +118.6% |
| 10Y | +1,791.8% | +214.7% | +1,577.2% | +815.9% |
| All | +16,096.1% | +2,262.1% | +13,834.0% | +2,978.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling