+14,944.6%
MPWR vs STLD
+3,970.0%
+10,974.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.0% | -2.0% | -3.9% |
| 7D | +4.1% | -3.9% | +8.1% | +5.7% |
| 30D | -14.8% | -0.4% | -14.4% | -14.6% |
| 3M | -5.4% | -9.2% | +3.8% | -2.2% |
| 6M | -19.6% | +5.0% | -24.6% | -21.9% |
| YTD | +39.8% | +42.8% | -3.0% | +20.6% |
| 1Y | +32.5% | +60.1% | -27.5% | +9.4% |
| 3Y | +161.4% | +123.5% | +38.0% | +89.7% |
| 5Y | +144.5% | +302.0% | -157.5% | +41.4% |
| 10Y | +1,682.6% | +959.3% | +723.3% | +568.7% |
| All | +14,944.6% | +3,970.0% | +10,974.6% | +2,902.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling