-4.2%
ABT vs MPWR
+124.2%
-128.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.4% | -3.4% |
| 7D | +3.5% | -1.7% | +5.3% | +3.5% |
| 30D | +12.0% | -16.5% | +28.5% | +12.8% |
| 3M | +2.5% | -12.3% | +14.7% | +2.8% |
| 6M | +29.1% | -27.7% | +56.8% | +30.4% |
| YTD | -10.1% | +32.0% | -42.1% | -13.3% |
| 1Y | -9.8% | +25.1% | -34.9% | -12.8% |
| 3Y | +23.3% | +146.5% | -123.2% | +6.0% |
| All | -4.2% | +124.2% | -128.4% | -22.8% |
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 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