+14,479.0%
MPWR vs SBAC
+2,229.3%
+12,249.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -9.0% | +6.9% | -16.0% | -11.7% |
| 3M | -25.8% | -8.2% | -17.6% | -24.3% |
| 6M | +11.8% | -1.6% | +13.4% | +9.1% |
| YTD | +35.5% | -0.1% | +35.6% | +30.5% |
| 1Y | +45.3% | -0.5% | +45.8% | +39.6% |
| 3Y | +138.5% | -9.1% | +147.5% | +127.8% |
| 5Y | +152.8% | -43.8% | +196.6% | +199.8% |
| 10Y | +1,616.6% | +80.5% | +1,536.1% | +1,088.0% |
| All | +14,479.0% | +2,229.3% | +12,249.7% | +3,587.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling