+114.8%
MPWR vs ABCL
-30.0%
+144.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.4% | -0.9% | -8.1% |
| 7D | -5.6% | -14.9% | +9.3% | -2.1% |
| 30D | -23.2% | -15.4% | -7.9% | -20.3% |
| 3M | -15.8% | +88.0% | -103.8% | -30.0% |
| 6M | -28.5% | +138.8% | -167.4% | -46.0% |
| YTD | +25.5% | +225.4% | -200.0% | -15.0% |
| 1Y | +13.9% | +137.3% | -123.4% | -16.2% |
| 3Y | +134.6% | +136.8% | -2.2% | +52.3% |
| 5Y | +114.8% | -26.2% | +141.1% | +85.4% |
| All | +114.8% | -30.0% | +144.9% | +85.4% |
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