+1,320.5%
ABBV vs MPWR
+5,466.0%
-4,145.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.3% | +8.0% | -1.0% |
| 7D | -0.9% | -5.6% | +4.7% | -0.3% |
| 30D | +8.7% | -23.2% | +32.0% | +12.0% |
| 3M | +17.8% | -15.8% | +33.6% | +19.5% |
| 6M | +41.7% | -28.5% | +70.3% | +45.3% |
| YTD | +29.9% | +25.5% | +4.5% | +21.9% |
| 1Y | +37.0% | +13.9% | +23.1% | +30.1% |
| 3Y | +125.2% | +134.6% | -9.4% | +80.0% |
| 5Y | +193.8% | +114.8% | +78.9% | +124.6% |
| 10Y | +673.0% | +1,499.3% | -826.3% | +201.2% |
| All | +1,320.5% | +5,466.0% | -4,145.5% | +304.7% |
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 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