+273.7%
STM vs MPWR
+16,239.8%
-15,966.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -1.0% | -3.6% |
| 7D | -6.0% | +4.1% | -10.1% | -7.9% |
| 30D | -20.9% | -14.8% | -6.2% | -14.6% |
| 3M | -15.8% | -5.4% | -10.4% | -13.4% |
| 6M | -17.0% | -19.6% | +2.6% | -7.4% |
| YTD | +76.8% | +39.8% | +37.0% | +52.6% |
| 1Y | +96.5% | +32.5% | +64.0% | +73.5% |
| 3Y | +14.0% | +161.4% | -147.5% | -31.7% |
| 5Y | -5.8% | +144.5% | -150.3% | -44.7% |
| 10Y | +461.9% | +1,682.6% | -1,220.7% | +49.8% |
| All | +273.7% | +16,239.8% | -15,966.2% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling