+191.7%
MPWR vs XLC
+63.4%
+128.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -0.9% |
| 7D | +27.9% | +3.1% | +24.8% | +23.9% |
| 30D | +9.7% | -4.2% | +13.9% | +15.9% |
| 3M | +1.7% | -2.1% | +3.9% | +3.2% |
| 6M | -9.2% | -6.6% | -2.6% | -2.8% |
| YTD | +60.5% | -7.8% | +68.3% | +74.0% |
| 1Y | +52.0% | -4.1% | +56.1% | +54.3% |
| All | +191.7% | +63.4% | +128.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling