+14,101.9%
MPWR vs ROP
+1,642.6%
+12,459.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +7.1% |
| 7D | -1.7% | +2.1% | -3.9% | -3.5% |
| 30D | -16.5% | +32.9% | -49.4% | -32.0% |
| 3M | -12.3% | +20.0% | -32.3% | -24.2% |
| 6M | -27.7% | +36.4% | -64.1% | -44.8% |
| YTD | +32.0% | +7.8% | +24.2% | +16.2% |
| 1Y | +25.1% | +8.0% | +17.1% | +9.9% |
| 3Y | +146.5% | -3.5% | +150.0% | +135.2% |
| 5Y | +126.0% | +1.5% | +124.6% | +110.7% |
| 10Y | +1,582.7% | +198.5% | +1,384.2% | +679.2% |
| All | +14,101.9% | +1,642.6% | +12,459.2% | +2,786.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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