+114.8%
MPWR vs STLD
+268.5%
-153.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.6% | -2.7% | -6.0% |
| 7D | -5.6% | -12.5% | +6.9% | +1.8% |
| 30D | -23.2% | -6.8% | -16.4% | -19.9% |
| 3M | -15.8% | -16.4% | +0.6% | -7.4% |
| 6M | -28.5% | -6.1% | -22.4% | -27.3% |
| YTD | +25.5% | +32.0% | -6.5% | +4.1% |
| 1Y | +13.9% | +45.5% | -31.6% | -10.8% |
| 3Y | +134.6% | +106.5% | +28.1% | +47.6% |
| 5Y | +114.8% | +267.2% | -152.3% | -2.3% |
| All | +114.8% | +268.5% | -153.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling