+40.0%
MPWR vs XLC
-3.3%
+43.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.2% | +6.2% | -4.0% | +1.3% |
| 30D | -2.1% | -2.4% | +0.3% | -1.9% |
| 3M | -1.6% | -3.3% | +1.8% | -1.6% |
| 6M | -14.9% | -7.3% | -7.6% | -10.9% |
| YTD | +50.5% | -7.6% | +58.2% | +53.0% |
| 1Y | +40.0% | -3.7% | +43.7% | +37.0% |
| All | +40.0% | -3.3% | +43.3% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling