+14,479.0%
MPWR vs ROP
+1,389.2%
+13,089.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +3.2% |
| 7D | -2.6% | -4.4% | +1.9% | +0.3% |
| 30D | -9.0% | +3.2% | -12.3% | -11.3% |
| 3M | -25.8% | +23.1% | -48.9% | -37.4% |
| 6M | +11.8% | +13.3% | -1.6% | -1.9% |
| YTD | +35.5% | -7.9% | +43.4% | +35.2% |
| 1Y | +45.3% | -22.1% | +67.4% | +62.3% |
| 3Y | +138.5% | -16.8% | +155.3% | +156.8% |
| 5Y | +152.8% | -13.5% | +166.3% | +167.3% |
| 10Y | +1,616.6% | +137.7% | +1,478.9% | +841.7% |
| All | +14,479.0% | +1,389.2% | +13,089.9% | +3,258.9% |
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