+14,479.0%
MPWR vs STZ
+615.0%
+13,864.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.6% | -1.9% | -0.7% | -1.9% |
| 30D | -9.0% | -1.9% | -7.2% | -8.6% |
| 3M | -25.8% | -6.2% | -19.6% | -24.8% |
| 6M | +11.8% | -14.0% | +25.8% | +16.5% |
| YTD | +35.5% | -5.1% | +40.6% | +35.2% |
| 1Y | +45.3% | -9.6% | +54.9% | +46.9% |
| 3Y | +138.5% | -47.2% | +185.7% | +188.8% |
| 5Y | +152.8% | -33.6% | +186.3% | +181.2% |
| 10Y | +1,616.6% | -9.8% | +1,626.4% | +1,547.1% |
| All | +14,479.0% | +615.0% | +13,864.0% | +5,637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling