+155.2%
MPWR vs STZ
-33.3%
+188.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | -9.0% | -1.9% | -7.2% | -8.7% |
| 3M | -25.8% | -6.2% | -19.6% | -24.8% |
| 6M | +11.8% | -14.0% | +25.8% | +16.4% |
| YTD | +35.5% | -5.1% | +40.6% | +33.7% |
| 1Y | +45.3% | -9.6% | +54.9% | +45.9% |
| 3Y | +138.5% | -47.2% | +185.7% | +202.0% |
| All | +155.2% | -33.3% | +188.5% | +191.1% |
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