+836.3%
MPWR vs XLC
+142.6%
+693.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.2% |
| 7D | -0.6% | +0.6% | -1.2% | -1.5% |
| 30D | -13.1% | +0.2% | -13.3% | -13.9% |
| 3M | -21.7% | +0.6% | -22.4% | -24.1% |
| 6M | +19.5% | -4.5% | +24.0% | +24.3% |
| YTD | +34.9% | -4.7% | +39.6% | +40.0% |
| 1Y | +42.0% | -1.7% | +43.6% | +41.0% |
| 3Y | +148.8% | +72.3% | +76.5% | +20.5% |
| 5Y | +156.8% | +37.8% | +119.1% | +72.0% |
| All | +836.3% | +142.6% | +693.7% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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