+1,632.7%
MPWR vs STRL
+7,064.8%
-5,432.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -1.1% |
| 7D | -2.6% | +3.4% | -6.0% | -3.7% |
| 30D | -9.0% | -9.2% | +0.2% | -6.2% |
| 3M | -25.8% | -51.0% | +25.2% | -7.2% |
| 6M | +11.8% | +15.8% | -4.0% | -0.3% |
| YTD | +35.5% | +58.9% | -23.4% | +8.1% |
| 1Y | +45.3% | +68.5% | -23.2% | +12.0% |
| 3Y | +138.5% | +485.2% | -346.8% | +16.2% |
| 5Y | +152.8% | +2,005.1% | -1,852.3% | -19.0% |
| All | +1,632.7% | +7,064.8% | -5,432.1% | +284.4% |
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