-17.9%
STM vs MPWR
+117.3%
-135.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -10.3% | -2.1% | -6.5% |
| 7D | -20.1% | -5.6% | -14.5% | -17.2% |
| 30D | -32.0% | -23.2% | -8.7% | -20.7% |
| 3M | -24.2% | -15.8% | -8.4% | -16.2% |
| 6M | -29.9% | -28.5% | -1.4% | -14.9% |
| YTD | +54.9% | +25.5% | +29.4% | +39.5% |
| 1Y | +68.0% | +13.9% | +54.1% | +58.7% |
| 3Y | -0.1% | +134.6% | -134.7% | -42.8% |
| 5Y | -17.9% | +114.8% | -132.7% | -55.7% |
| All | -17.9% | +117.3% | -135.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling