+156.2%
MPWR vs XLC
+40.7%
+115.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -5.3% |
| 7D | +16.8% | +3.7% | +13.1% | +11.9% |
| 30D | +11.9% | -1.9% | +13.8% | +14.8% |
| 3M | +2.2% | -3.1% | +5.3% | +5.4% |
| 6M | -15.5% | -6.4% | -9.1% | -10.3% |
| YTD | +54.2% | -6.8% | +61.0% | +63.9% |
| 1Y | +51.5% | -1.7% | +53.1% | +49.1% |
| 3Y | +180.2% | +64.7% | +115.5% | +41.4% |
| All | +156.2% | +40.7% | +115.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling