+21.0%
STM vs MPWR
+153.3%
-132.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.4% |
| 7D | +5.8% | -2.6% | +8.4% | +7.3% |
| 30D | -1.0% | -9.0% | +8.0% | +4.4% |
| 3M | -33.3% | -25.8% | -7.4% | -21.2% |
| 6M | +57.4% | +11.8% | +45.6% | +50.1% |
| YTD | +102.2% | +35.5% | +66.7% | +73.4% |
| 1Y | +99.6% | +45.3% | +54.3% | +62.6% |
| 3Y | +14.5% | +138.5% | -123.9% | -36.0% |
| All | +21.0% | +153.3% | -132.3% | -41.3% |
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