+25.1%
MPWR vs STRL
-38.5%
+63.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.1% |
| 7D | -1.7% | -26.9% | +25.2% | +7.8% |
| 30D | -16.5% | -52.7% | +36.1% | +4.8% |
| 3M | -12.3% | -52.8% | +40.6% | +10.0% |
| 6M | -27.7% | -71.5% | +43.7% | +3.3% |
| YTD | +32.0% | -17.4% | +49.4% | +34.3% |
| 1Y | +25.1% | -35.0% | +60.0% | +34.4% |
| All | +25.1% | -38.5% | +63.6% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling