+17,540.7%
MPWR vs WAB
+2,951.6%
+14,589.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.8% |
| 7D | +17.3% | +3.1% | +14.1% | +15.9% |
| 30D | +12.1% | +6.4% | +5.6% | +9.0% |
| 3M | +5.6% | +2.2% | +3.5% | +5.3% |
| 6M | -10.7% | +13.7% | -24.4% | -16.4% |
| YTD | +64.0% | +43.0% | +21.0% | +36.5% |
| 1Y | +55.9% | +47.0% | +9.0% | +28.0% |
| 3Y | +199.5% | +174.4% | +25.1% | +82.0% |
| 5Y | +176.6% | +222.2% | -45.6% | +57.8% |
| 10Y | +1,921.6% | +276.9% | +1,644.7% | +863.9% |
| All | +17,540.7% | +2,951.6% | +14,589.1% | +3,117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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