+180.2%
MPWR vs XME
+93.2%
+87.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.5% |
| 7D | +16.8% | +0.3% | +16.5% | +17.2% |
| 30D | +11.9% | -6.1% | +18.0% | +19.4% |
| 3M | +2.2% | -18.6% | +20.8% | +23.3% |
| 6M | -15.5% | -23.9% | +8.4% | +8.0% |
| YTD | +54.2% | -9.3% | +63.5% | +65.8% |
| 1Y | +51.5% | +1.8% | +49.7% | +45.4% |
| 3Y | +180.2% | +93.0% | +87.2% | +43.4% |
| All | +180.2% | +93.2% | +87.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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