+263.2%
BAC vs MPWR
+1,560.2%
-1,297.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.9% |
| 7D | -1.2% | -1.7% | +0.6% | -1.1% |
| 30D | -7.7% | -16.5% | +8.9% | -4.2% |
| 3M | -21.2% | -12.3% | -8.9% | -19.5% |
| 6M | -6.8% | -27.7% | +20.9% | -2.2% |
| YTD | -8.7% | +32.0% | -40.7% | -18.6% |
| 1Y | -5.3% | +25.1% | -30.4% | -14.5% |
| 3Y | +87.4% | +146.5% | -59.0% | +27.1% |
| 5Y | +18.9% | +126.0% | -107.1% | -23.8% |
| All | +263.2% | +1,560.2% | -1,297.0% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling