+1,791.8%
MPWR vs STRL
+3,927.3%
-2,135.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.2% | -19.8% | +22.0% | +9.6% |
| 30D | -2.1% | -43.6% | +41.5% | +18.1% |
| 3M | -1.6% | -45.2% | +43.7% | +19.6% |
| 6M | -14.9% | -65.7% | +50.8% | +19.3% |
| YTD | +50.5% | -5.4% | +56.0% | +41.6% |
| 1Y | +40.0% | -24.7% | +64.7% | +41.2% |
| 3Y | +175.0% | +335.0% | -160.1% | +47.4% |
| 5Y | +162.0% | +915.3% | -753.3% | +3.6% |
| 10Y | +1,791.8% | +3,877.5% | -2,085.6% | +415.0% |
| All | +1,791.8% | +3,927.3% | -2,135.4% | +415.0% |
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