+217.6%
BAC vs MPWR
+1,791.1%
-1,573.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.9% |
| 7D | +3.2% | +16.8% | -13.6% | -0.8% |
| 30D | -0.7% | +11.9% | -12.6% | -4.2% |
| 3M | -20.0% | +2.2% | -22.2% | -21.5% |
| 6M | +3.4% | -15.5% | +18.9% | +4.4% |
| YTD | -5.7% | +54.2% | -59.9% | -19.3% |
| 1Y | -1.4% | +51.5% | -52.9% | -15.3% |
| 3Y | +97.9% | +180.2% | -82.3% | +30.0% |
| 5Y | +22.9% | +156.8% | -133.8% | -23.5% |
| All | +217.6% | +1,791.1% | -1,573.4% | -20.5% |
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