+1,791.8%
MPWR vs STZ
+11.6%
+1,780.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.2% | +5.3% | -3.1% | +0.2% |
| 30D | -2.1% | +19.6% | -21.7% | -9.0% |
| 3M | -1.6% | +10.0% | -11.5% | -6.1% |
| 6M | -14.9% | -0.3% | -14.7% | -16.3% |
| YTD | +50.5% | +8.6% | +42.0% | +40.7% |
| 1Y | +40.0% | +16.6% | +23.4% | +26.4% |
| 3Y | +175.0% | -34.8% | +209.7% | +214.1% |
| 5Y | +162.0% | -27.8% | +189.8% | +185.0% |
| 10Y | +1,791.8% | +12.5% | +1,779.3% | +1,553.5% |
| All | +1,791.8% | +11.6% | +1,780.3% | +1,553.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling