+146.5%
MPWR vs STRL
+233.5%
-87.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +3.9% |
| 7D | -1.7% | -26.9% | +25.2% | +9.4% |
| 30D | -16.5% | -52.7% | +36.1% | +9.0% |
| 3M | -12.3% | -52.8% | +40.6% | +14.2% |
| 6M | -27.7% | -71.5% | +43.7% | +11.1% |
| YTD | +32.0% | -17.4% | +49.4% | +26.5% |
| 1Y | +25.1% | -35.0% | +60.0% | +31.1% |
| 3Y | +146.5% | +239.2% | -92.7% | +32.3% |
| All | +146.5% | +233.5% | -87.0% | +32.3% |
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