+167.3%
MPWR vs XRT
-4.1%
+171.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -0.2% |
| 7D | +27.9% | -0.4% | +28.4% | +28.9% |
| 30D | +9.7% | +7.5% | +2.2% | +0.8% |
| 3M | +1.7% | +2.3% | -0.6% | -2.1% |
| 6M | -9.2% | +12.8% | -22.1% | -22.2% |
| YTD | +60.5% | +7.1% | +53.4% | +45.9% |
| 1Y | +52.0% | +12.3% | +39.8% | +31.0% |
| 3Y | +193.1% | +57.0% | +136.1% | +78.4% |
| 5Y | +167.3% | -4.3% | +171.6% | +141.2% |
| All | +167.3% | -4.1% | +171.4% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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