+146.5%
MPWR vs XLC
+60.5%
+86.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.7% |
| 7D | -1.7% | +4.9% | -6.6% | -7.3% |
| 30D | -16.5% | -5.8% | -10.7% | -10.4% |
| 3M | -12.3% | -5.4% | -6.8% | -7.6% |
| 6M | -27.7% | -10.2% | -17.6% | -19.0% |
| YTD | +32.0% | -10.2% | +42.2% | +47.1% |
| 1Y | +25.1% | -5.6% | +30.7% | +28.2% |
| 3Y | +146.5% | +61.0% | +85.5% | +15.4% |
| All | +146.5% | +60.5% | +86.0% | +15.4% |
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