+1,865.4%
MPWR vs SHEL
+218.8%
+1,646.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | +27.9% | -1.6% | +29.5% | +28.7% |
| 30D | +9.7% | -4.3% | +14.0% | +11.4% |
| 3M | +1.7% | +10.4% | -8.7% | -3.1% |
| 6M | -9.2% | +17.5% | -26.8% | -16.2% |
| YTD | +60.5% | +37.8% | +22.7% | +37.1% |
| 1Y | +52.0% | +33.8% | +18.3% | +31.5% |
| 3Y | +193.1% | +69.1% | +124.0% | +128.8% |
| 5Y | +167.3% | +165.7% | +1.6% | +69.6% |
| All | +1,865.4% | +218.8% | +1,646.6% | +1,141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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