+148.8%
MPWR vs SHEL
+70.3%
+78.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.6% |
| 7D | -0.6% | +1.9% | -2.5% | -1.5% |
| 30D | -13.1% | +8.7% | -21.7% | -16.4% |
| 3M | -21.7% | +11.0% | -32.7% | -25.5% |
| 6M | +19.5% | +14.6% | +5.0% | +10.7% |
| YTD | +34.9% | +33.3% | +1.6% | +13.1% |
| 1Y | +42.0% | +37.9% | +4.1% | +16.0% |
| 3Y | +148.8% | +69.7% | +79.1% | +83.7% |
| All | +148.8% | +70.3% | +78.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling