+1,788.2%
MPWR vs STRL
+3,697.3%
-1,909.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -2.9% |
| 7D | +16.8% | +15.7% | +1.2% | +11.5% |
| 30D | +11.9% | -35.5% | +47.3% | +29.0% |
| 3M | +2.2% | -47.1% | +49.3% | +25.8% |
| 6M | -15.5% | -65.8% | +50.3% | +18.6% |
| YTD | +54.2% | -4.5% | +58.7% | +44.7% |
| 1Y | +51.5% | -10.5% | +61.9% | +44.4% |
| 3Y | +180.2% | +340.6% | -160.4% | +49.8% |
| 5Y | +156.8% | +911.0% | -754.3% | +1.7% |
| All | +1,788.2% | +3,697.3% | -1,909.0% | +422.5% |
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