+125.2%
MPWR vs STLD
+255.4%
-130.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.0% |
| 7D | -1.7% | -11.1% | +9.4% | +5.1% |
| 30D | -16.5% | -4.8% | -11.7% | -14.0% |
| 3M | -12.3% | -14.6% | +2.3% | -4.7% |
| 6M | -27.7% | -7.4% | -20.3% | -25.9% |
| YTD | +32.0% | +32.6% | -0.6% | +9.2% |
| 1Y | +25.1% | +47.3% | -22.2% | -2.8% |
| 3Y | +146.5% | +107.5% | +39.0% | +54.6% |
| All | +125.2% | +255.4% | -130.2% | +3.6% |
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