+175.0%
MPWR vs STLD
+124.8%
+50.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -4.4% |
| 7D | +2.2% | -4.7% | +6.9% | +5.3% |
| 30D | -2.1% | -0.9% | -1.1% | -1.3% |
| 3M | -1.6% | -11.9% | +10.3% | +5.5% |
| 6M | -14.9% | +0.9% | -15.8% | -17.3% |
| YTD | +50.5% | +40.4% | +10.1% | +18.0% |
| 1Y | +40.0% | +56.6% | -16.6% | +2.2% |
| 3Y | +175.0% | +125.5% | +49.5% | +63.2% |
| All | +175.0% | +124.8% | +50.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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