+1,650.0%
MPWR vs ROST
+303.5%
+1,346.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -13.1% | -10.0% | -3.1% | -8.4% |
| 3M | -21.7% | +1.2% | -23.0% | -22.8% |
| 6M | +19.5% | +8.9% | +10.6% | +13.1% |
| YTD | +34.9% | +28.1% | +6.9% | +17.0% |
| 1Y | +42.0% | +53.0% | -11.0% | +11.9% |
| 3Y | +148.8% | +97.9% | +51.0% | +72.1% |
| 5Y | +156.8% | +112.0% | +44.8% | +67.0% |
| 10Y | +1,650.0% | +303.0% | +1,347.1% | +769.9% |
| All | +1,650.0% | +303.5% | +1,346.5% | +769.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling