+14,101.9%
MPWR vs XLB
+478.0%
+13,623.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.9% |
| 7D | -1.7% | -1.5% | -0.3% | -0.4% |
| 30D | -16.5% | +6.1% | -22.6% | -21.5% |
| 3M | -12.3% | 0.0% | -12.3% | -12.5% |
| 6M | -27.7% | 0.0% | -27.7% | -28.1% |
| YTD | +32.0% | +16.0% | +16.0% | +13.7% |
| 1Y | +25.1% | +24.7% | +0.4% | +0.1% |
| 3Y | +146.5% | +40.4% | +106.1% | +82.7% |
| 5Y | +126.0% | +30.7% | +95.4% | +87.1% |
| 10Y | +1,582.7% | +173.3% | +1,409.4% | +638.7% |
| All | +14,101.9% | +478.0% | +13,623.9% | +3,442.8% |
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 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