+1,786.5%
MPWR vs STRL
+4,310.8%
-2,524.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +15.0% | +1.6% | +11.4% |
| 7D | +11.6% | -13.3% | +24.9% | +16.6% |
| 30D | +0.1% | -43.3% | +43.5% | +20.6% |
| 3M | -0.8% | -46.9% | +46.1% | +21.7% |
| 6M | -13.0% | -65.6% | +52.6% | +21.8% |
| YTD | +53.9% | -5.1% | +59.0% | +44.6% |
| 1Y | +45.8% | -23.1% | +68.9% | +46.0% |
| 3Y | +194.3% | +346.8% | -152.6% | +56.6% |
| 5Y | +160.1% | +907.2% | -747.0% | +3.2% |
| 10Y | +1,786.5% | +3,988.2% | -2,201.7% | +419.9% |
| All | +1,786.5% | +4,310.8% | -2,524.3% | +419.9% |
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