+167.3%
MPWR vs XLB
+28.9%
+138.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -0.3% |
| 7D | +27.9% | 0.0% | +27.9% | +28.3% |
| 30D | +9.7% | +5.3% | +4.4% | +1.7% |
| 3M | +1.7% | 0.0% | +1.7% | +1.6% |
| 6M | -9.2% | +1.2% | -10.5% | -11.9% |
| YTD | +60.5% | +16.9% | +43.6% | +25.1% |
| 1Y | +52.0% | +20.9% | +31.1% | +12.3% |
| 3Y | +193.1% | +43.3% | +149.8% | +71.5% |
| 5Y | +167.3% | +28.3% | +139.0% | +82.5% |
| All | +167.3% | +28.9% | +138.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling