+14,101.9%
MPWR vs SBAC
+2,229.1%
+11,872.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +6.0% |
| 7D | -1.7% | +1.2% | -3.0% | -2.5% |
| 30D | -16.5% | +11.2% | -27.7% | -20.8% |
| 3M | -12.3% | +4.5% | -16.7% | -14.8% |
| 6M | -27.7% | -12.2% | -15.6% | -25.7% |
| YTD | +32.0% | -0.1% | +32.1% | +26.1% |
| 1Y | +25.1% | -0.3% | +25.3% | +19.4% |
| 3Y | +146.5% | -8.7% | +155.2% | +133.2% |
| 5Y | +126.0% | -40.2% | +166.2% | +158.6% |
| 10Y | +1,582.7% | +97.3% | +1,485.4% | +1,011.4% |
| All | +14,101.9% | +2,229.1% | +11,872.8% | +3,461.0% |
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