+194.3%
MPWR vs STRL
+337.2%
-142.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +15.0% | +1.6% | +10.7% |
| 7D | +11.6% | -13.3% | +24.9% | +16.9% |
| 30D | +0.1% | -43.3% | +43.5% | +22.8% |
| 3M | -0.8% | -46.9% | +46.1% | +24.1% |
| 6M | -13.0% | -65.6% | +52.6% | +26.0% |
| YTD | +53.9% | -5.1% | +59.0% | +39.1% |
| 1Y | +45.8% | -23.1% | +68.9% | +42.8% |
| 3Y | +194.3% | +346.8% | -152.6% | +32.6% |
| All | +194.3% | +337.2% | -142.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling