+392.6%
STM vs MPWR
+1,560.2%
-1,167.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +1.2% |
| 7D | -10.7% | -1.7% | -9.0% | -9.5% |
| 30D | -25.7% | -16.5% | -9.2% | -16.7% |
| 3M | -21.6% | -12.3% | -9.3% | -14.7% |
| 6M | -27.8% | -27.7% | -0.1% | -11.4% |
| YTD | +61.8% | +32.0% | +29.8% | +37.0% |
| 1Y | +78.1% | +25.1% | +53.0% | +55.5% |
| 3Y | +4.9% | +146.5% | -141.6% | -48.2% |
| 5Y | -14.3% | +126.0% | -140.3% | -59.8% |
| All | +392.6% | +1,560.2% | -1,167.6% | -50.1% |
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