+1,788.2%
MPWR vs STLA
-4.1%
+1,792.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | +16.8% | -13.8% | +30.6% | +24.7% |
| 30D | +11.9% | -10.5% | +22.4% | +16.3% |
| 3M | +2.2% | -28.9% | +31.1% | +17.0% |
| 6M | -15.5% | -49.7% | +34.2% | +13.6% |
| YTD | +54.2% | -64.9% | +119.1% | +136.4% |
| 1Y | +51.5% | -64.0% | +115.5% | +128.1% |
| 3Y | +180.2% | -77.4% | +257.6% | +405.9% |
| 5Y | +156.8% | -74.4% | +231.2% | +325.5% |
| All | +1,788.2% | -4.1% | +1,792.3% | +1,857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling