+19.7%
BAC vs MPWR
+117.3%
-97.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.3% | +6.7% | -2.1% |
| 7D | -2.7% | -5.6% | +2.9% | -2.0% |
| 30D | -8.0% | -23.2% | +15.2% | -4.5% |
| 3M | -20.9% | -15.8% | -5.1% | -19.3% |
| 6M | -5.4% | -28.5% | +23.2% | -2.0% |
| YTD | -8.1% | +25.5% | -33.5% | -14.2% |
| 1Y | -3.1% | +13.9% | -17.0% | -8.1% |
| 3Y | +88.1% | +134.6% | -46.4% | +46.4% |
| 5Y | +19.7% | +114.8% | -95.1% | -13.7% |
| All | +19.7% | +117.3% | -97.6% | -13.7% |
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 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