+180.2%
MPWR vs STRL
+341.0%
-160.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -2.7% |
| 7D | +16.8% | +15.7% | +1.2% | +10.8% |
| 30D | +11.9% | -35.5% | +47.3% | +30.8% |
| 3M | +2.2% | -47.1% | +49.3% | +28.3% |
| 6M | -15.5% | -65.8% | +50.3% | +22.6% |
| YTD | +54.2% | -4.5% | +58.7% | +39.2% |
| 1Y | +51.5% | -10.5% | +61.9% | +39.5% |
| 3Y | +180.2% | +340.6% | -160.4% | +30.6% |
| All | +180.2% | +341.0% | -160.8% | +30.6% |
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