+32.5%
MPWR vs STZ
+14.7%
+17.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.3% | -10.4% | -3.8% |
| 7D | +4.1% | +13.0% | -8.9% | +7.0% |
| 30D | -14.8% | +29.4% | -44.2% | -10.8% |
| 3M | -5.4% | +11.6% | -17.0% | -2.1% |
| 6M | -19.6% | -0.2% | -19.4% | -16.0% |
| YTD | +39.8% | +8.6% | +31.3% | +37.1% |
| 1Y | +32.5% | +15.9% | +16.6% | +28.4% |
| All | +32.5% | +14.7% | +17.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling