+17,167.4%
MPWR vs XLB
+482.3%
+16,685.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -0.8% |
| 7D | +27.9% | 0.0% | +27.9% | +28.2% |
| 30D | +9.7% | +5.3% | +4.4% | +4.3% |
| 3M | +1.7% | 0.0% | +1.7% | +1.8% |
| 6M | -9.2% | +1.2% | -10.5% | -10.7% |
| YTD | +60.5% | +16.9% | +43.6% | +37.6% |
| 1Y | +52.0% | +20.9% | +31.1% | +25.9% |
| 3Y | +193.1% | +43.3% | +149.8% | +113.5% |
| 5Y | +167.3% | +28.3% | +139.0% | +125.3% |
| 10Y | +1,878.8% | +165.3% | +1,713.5% | +792.6% |
| All | +17,167.4% | +482.3% | +16,685.1% | +4,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling