+1,632.0%
MPWR vs XLB
+161.2%
+1,470.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.3% |
| 7D | -2.6% | -1.4% | -1.2% | -0.9% |
| 30D | -9.0% | -0.4% | -8.7% | -8.8% |
| 3M | -25.8% | +2.0% | -27.8% | -28.4% |
| 6M | +11.8% | +1.8% | +9.9% | +8.8% |
| YTD | +35.5% | +16.6% | +18.9% | +11.0% |
| 1Y | +45.3% | +16.9% | +28.4% | +18.6% |
| 3Y | +138.5% | +32.6% | +105.9% | +72.6% |
| 5Y | +152.8% | +35.6% | +117.1% | +85.0% |
| All | +1,632.0% | +161.2% | +1,470.8% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling