+1,037.9%
MPWR vs XLC
+137.1%
+900.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.1% | +7.9% |
| 7D | +17.3% | +3.5% | +13.8% | +12.8% |
| 30D | +12.1% | -2.6% | +14.6% | +16.2% |
| 3M | +5.6% | -2.1% | +7.7% | +7.3% |
| 6M | -10.7% | -5.5% | -5.2% | -6.6% |
| YTD | +64.0% | -6.9% | +70.9% | +74.4% |
| 1Y | +55.9% | -3.7% | +59.6% | +58.3% |
| 3Y | +199.5% | +64.2% | +135.3% | +53.4% |
| 5Y | +176.6% | +43.0% | +133.5% | +75.2% |
| All | +1,037.9% | +137.1% | +900.9% | +250.0% |
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