+125.2%
MPWR vs ABCL
-21.8%
+147.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +3.6% |
| 7D | -1.7% | -3.2% | +1.4% | -1.1% |
| 30D | -16.5% | -7.4% | -9.1% | -15.2% |
| 3M | -12.3% | +81.9% | -94.2% | -26.3% |
| 6M | -27.7% | +135.7% | -163.5% | -45.1% |
| YTD | +32.0% | +247.4% | -215.4% | -11.9% |
| 1Y | +25.1% | +162.3% | -137.2% | -10.3% |
| 3Y | +146.5% | +165.5% | -19.0% | +55.0% |
| All | +125.2% | -21.8% | +147.0% | +93.2% |
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