+162.0%
MPWR vs STRL
+900.6%
-738.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +2.2% | -19.8% | +22.0% | +10.5% |
| 30D | -2.1% | -43.6% | +41.5% | +21.1% |
| 3M | -1.6% | -45.2% | +43.7% | +22.6% |
| 6M | -14.9% | -65.7% | +50.8% | +24.7% |
| YTD | +50.5% | -5.4% | +56.0% | +36.1% |
| 1Y | +40.0% | -24.7% | +64.7% | +38.1% |
| 3Y | +175.0% | +335.0% | -160.1% | +15.5% |
| 5Y | +162.0% | +915.3% | -753.3% | -42.1% |
| All | +162.0% | +900.6% | -738.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling