+14,101.9%
MPWR vs ROST
+4,045.1%
+10,056.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +6.1% |
| 7D | -1.7% | +1.2% | -3.0% | -2.5% |
| 30D | -16.5% | +2.5% | -19.0% | -17.9% |
| 3M | -12.3% | -9.0% | -3.3% | -8.8% |
| 6M | -27.7% | +1.3% | -29.1% | -29.4% |
| YTD | +32.0% | +29.1% | +2.9% | +14.4% |
| 1Y | +25.1% | +45.4% | -20.3% | +2.0% |
| 3Y | +146.5% | +94.9% | +51.6% | +74.3% |
| 5Y | +126.0% | +104.0% | +22.1% | +53.1% |
| 10Y | +1,582.7% | +314.8% | +1,267.9% | +660.2% |
| All | +14,101.9% | +4,045.1% | +10,056.8% | +1,964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling