+771.5%
ABT vs MPWR
+15,734.2%
-14,962.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -3.7% | -2.6% | -1.1% | -3.4% |
| 30D | +2.5% | -9.0% | +11.5% | +3.5% |
| 3M | +20.2% | -25.8% | +46.0% | +23.5% |
| 6M | -2.9% | +11.8% | -14.7% | -6.0% |
| YTD | -11.9% | +35.5% | -47.4% | -17.1% |
| 1Y | -16.5% | +45.3% | -61.9% | -22.5% |
| 3Y | +12.1% | +138.5% | -126.3% | -7.7% |
| 5Y | -7.4% | +152.8% | -160.2% | -27.4% |
| 10Y | +210.7% | +1,616.6% | -1,405.9% | +84.6% |
| All | +771.5% | +15,734.2% | -14,962.7% | +326.3% |
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 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