+155.2%
MPWR vs ABCL
-41.3%
+196.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | -9.0% | +93.1% | -102.1% | -24.1% |
| 3M | -25.8% | +79.4% | -105.3% | -38.0% |
| 6M | +11.8% | +214.9% | -203.1% | -20.8% |
| YTD | +35.5% | +234.2% | -198.7% | -7.4% |
| 1Y | +45.3% | +174.8% | -129.4% | +2.7% |
| 3Y | +138.5% | +104.5% | +34.0% | +64.8% |
| All | +155.2% | -41.3% | +196.5% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling