+155.2%
MPWR vs ROST
+111.8%
+43.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.1% |
| 7D | -2.6% | +0.9% | -3.5% | -3.2% |
| 30D | -9.0% | -8.9% | -0.1% | -3.9% |
| 3M | -25.8% | -0.8% | -25.0% | -26.1% |
| 6M | +11.8% | +8.5% | +3.3% | +4.6% |
| YTD | +35.5% | +28.6% | +6.9% | +13.1% |
| 1Y | +45.3% | +52.3% | -7.0% | +8.1% |
| 3Y | +138.5% | +94.8% | +43.6% | +51.1% |
| All | +155.2% | +111.8% | +43.4% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling