+1,542.6%
MPWR vs STRL
+3,580.1%
-2,037.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.0% |
| 7D | -1.7% | -26.9% | +25.2% | +8.5% |
| 30D | -16.5% | -52.7% | +36.1% | +6.7% |
| 3M | -12.3% | -52.8% | +40.6% | +11.9% |
| 6M | -27.7% | -71.5% | +43.7% | +7.5% |
| YTD | +32.0% | -17.4% | +49.4% | +29.8% |
| 1Y | +25.1% | -35.0% | +60.0% | +32.4% |
| 3Y | +146.5% | +239.2% | -92.7% | +42.5% |
| 5Y | +126.0% | +830.2% | -704.1% | -7.5% |
| All | +1,542.6% | +3,580.1% | -2,037.4% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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