+155.2%
MPWR vs XLC
+38.0%
+117.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.4% |
| 7D | -2.6% | -0.8% | -1.7% | -1.6% |
| 30D | -9.0% | +1.0% | -10.1% | -10.8% |
| 3M | -25.8% | -0.7% | -25.1% | -26.6% |
| 6M | +11.8% | -5.1% | +16.9% | +17.6% |
| YTD | +35.5% | -4.3% | +39.8% | +40.0% |
| 1Y | +45.3% | -0.6% | +45.9% | +42.2% |
| 3Y | +138.5% | +72.7% | +65.8% | +14.6% |
| All | +155.2% | +38.0% | +117.2% | +61.5% |
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