+156.8%
MPWR vs XHB
+37.2%
+119.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +2.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.9% |
| 30D | -13.1% | -9.1% | -4.0% | -4.8% |
| 3M | -21.7% | -2.3% | -19.4% | -21.3% |
| 6M | +19.5% | -4.1% | +23.6% | +22.7% |
| YTD | +34.9% | -1.7% | +36.6% | +33.6% |
| 1Y | +42.0% | -15.1% | +57.1% | +62.7% |
| 3Y | +148.8% | +26.8% | +122.0% | +79.8% |
| 5Y | +156.8% | +37.3% | +119.5% | +69.6% |
| All | +156.8% | +37.2% | +119.6% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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