+155.2%
MPWR vs STLD
+292.4%
-137.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.7% |
| 7D | -2.6% | +3.1% | -5.7% | -4.4% |
| 30D | -9.0% | -9.0% | -0.1% | -4.8% |
| 3M | -25.8% | -12.4% | -13.5% | -21.6% |
| 6M | +11.8% | +25.5% | -13.7% | -3.5% |
| YTD | +35.5% | +43.6% | -8.1% | +8.0% |
| 1Y | +45.3% | +87.2% | -41.9% | -0.5% |
| 3Y | +138.5% | +135.2% | +3.2% | +42.5% |
| All | +155.2% | +292.4% | -137.2% | +19.0% |
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