+146.5%
MPWR vs SHEL
+65.5%
+81.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.6% |
| 7D | -1.7% | -8.8% | +7.1% | +1.9% |
| 30D | -16.5% | +2.3% | -18.8% | -18.0% |
| 3M | -12.3% | +11.6% | -23.8% | -17.5% |
| 6M | -27.7% | +15.7% | -43.4% | -33.3% |
| YTD | +32.0% | +38.6% | -6.5% | +6.4% |
| 1Y | +25.1% | +38.5% | -13.4% | +0.6% |
| 3Y | +146.5% | +66.9% | +79.6% | +81.8% |
| All | +146.5% | +65.5% | +81.0% | +81.8% |
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