+2,314.1%
MPWR vs XLRE
+111.8%
+2,202.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | -13.1% | -2.4% | -10.7% | -11.3% |
| 3M | -21.7% | +0.6% | -22.3% | -23.3% |
| 6M | +19.5% | +3.9% | +15.6% | +13.5% |
| YTD | +34.9% | +10.5% | +24.4% | +20.8% |
| 1Y | +42.0% | +8.4% | +33.6% | +29.1% |
| 3Y | +148.8% | +32.8% | +116.0% | +88.0% |
| 5Y | +156.8% | +7.0% | +149.8% | +138.0% |
| 10Y | +1,650.0% | +83.8% | +1,566.2% | +967.2% |
| All | +2,314.1% | +111.8% | +2,202.3% | +1,284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling