+173.0%
MPWR vs STZ
-29.4%
+202.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.2% |
| 7D | +17.3% | -0.9% | +18.2% | +17.6% |
| 30D | +12.1% | +14.9% | -2.8% | +7.6% |
| 3M | +5.6% | +8.4% | -2.8% | +2.8% |
| 6M | -10.7% | +2.8% | -13.5% | -12.0% |
| YTD | +64.0% | +7.5% | +56.4% | +55.5% |
| 1Y | +55.9% | +12.5% | +43.4% | +44.7% |
| 3Y | +199.5% | -35.4% | +234.9% | +246.6% |
| All | +173.0% | -29.4% | +202.4% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling