+373.3%
MPWR vs ABCL
-81.2%
+454.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.7% |
| 7D | +16.8% | -3.3% | +20.1% | +17.7% |
| 30D | +11.9% | -7.1% | +19.0% | +13.5% |
| 3M | +2.2% | +4.7% | -2.5% | +0.2% |
| 6M | -15.5% | +140.9% | -156.4% | -33.6% |
| YTD | +54.2% | +236.0% | -181.8% | +10.0% |
| 1Y | +51.5% | +217.4% | -165.9% | +9.2% |
| 3Y | +180.2% | +188.7% | -8.5% | +86.5% |
| 5Y | +156.8% | -23.5% | +180.3% | +113.4% |
| All | +373.3% | -81.2% | +454.5% | +326.1% |
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