+678.9%
STM vs MPWR
+1,606.4%
-927.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.4% |
| 7D | +5.8% | -2.6% | +8.4% | +7.5% |
| 30D | -1.0% | -9.0% | +8.0% | +5.0% |
| 3M | -33.3% | -25.8% | -7.4% | -19.8% |
| 6M | +57.4% | +11.8% | +45.6% | +48.0% |
| YTD | +102.2% | +35.5% | +66.7% | +68.2% |
| 1Y | +99.6% | +45.3% | +54.3% | +56.3% |
| 3Y | +14.5% | +138.5% | -123.9% | -42.6% |
| 5Y | +21.4% | +152.8% | -131.4% | -47.5% |
| All | +678.9% | +1,606.4% | -927.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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