+180.2%
MPWR vs ROST
+94.3%
+85.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.5% |
| 7D | +16.8% | +0.3% | +16.6% | +17.0% |
| 30D | +11.9% | +0.5% | +11.4% | +11.4% |
| 3M | +2.2% | -5.2% | +7.4% | +5.2% |
| 6M | -15.5% | +9.8% | -25.3% | -22.6% |
| YTD | +54.2% | +29.4% | +24.8% | +24.1% |
| 1Y | +51.5% | +44.4% | +7.1% | +11.7% |
| 3Y | +180.2% | +95.0% | +85.2% | +71.8% |
| All | +180.2% | +94.3% | +85.9% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling