-17.0%
STM vs MPWR
-20.5%
+3.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -1.0% | -1.9% |
| 7D | -6.0% | +4.1% | -10.1% | -9.3% |
| 30D | -20.9% | -14.8% | -6.2% | -9.9% |
| 3M | -15.8% | -5.4% | -10.4% | -12.2% |
| 6M | -17.0% | -19.6% | +2.6% | -0.7% |
| All | -17.0% | -20.5% | +3.4% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling