+14,101.9%
MPWR vs STZ
+698.2%
+13,403.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.8% |
| 7D | -1.7% | +4.9% | -6.7% | -3.6% |
| 30D | -16.5% | +20.9% | -37.4% | -22.5% |
| 3M | -12.3% | +8.0% | -20.3% | -15.7% |
| 6M | -27.7% | -5.3% | -22.4% | -27.8% |
| YTD | +32.0% | +5.9% | +26.1% | +25.3% |
| 1Y | +25.1% | +14.2% | +10.9% | +15.3% |
| 3Y | +146.5% | -37.0% | +183.5% | +177.1% |
| 5Y | +126.0% | -29.7% | +155.8% | +144.3% |
| 10Y | +1,582.7% | +5.2% | +1,577.6% | +1,415.7% |
| All | +14,101.9% | +698.2% | +13,403.6% | +5,221.3% |
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 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