+145.8%
SLB vs MPWR
+16,239.8%
-16,094.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | +0.2% |
| 7D | -4.1% | +4.1% | -8.2% | -5.2% |
| 30D | +2.5% | -14.8% | +17.3% | +6.4% |
| 3M | +2.0% | -5.4% | +7.4% | +2.6% |
| 6M | -6.3% | -19.6% | +13.3% | -3.4% |
| YTD | +36.5% | +39.8% | -3.3% | +20.9% |
| 1Y | +46.2% | +32.5% | +13.7% | +30.9% |
| 3Y | -2.1% | +161.4% | -163.5% | -32.2% |
| 5Y | +73.7% | +144.5% | -70.8% | +12.7% |
| 10Y | -12.3% | +1,682.6% | -1,694.9% | -69.8% |
| All | +145.8% | +16,239.8% | -16,094.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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