+403.3%
MPWR vs ABCL
-80.4%
+483.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.1% | +13.0% | +9.8% |
| 7D | +17.3% | -2.7% | +19.9% | +18.1% |
| 30D | +12.1% | -5.4% | +17.5% | +13.3% |
| 3M | +5.6% | +22.4% | -16.8% | +0.1% |
| 6M | -10.7% | +127.6% | -138.3% | -28.9% |
| YTD | +64.0% | +249.4% | -185.5% | +16.0% |
| 1Y | +55.9% | +198.0% | -142.1% | +14.2% |
| 3Y | +199.5% | +195.8% | +3.7% | +98.4% |
| 5Y | +176.6% | -20.6% | +197.2% | +128.0% |
| All | +403.3% | -80.4% | +483.8% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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