+1,650.0%
MPWR vs XYL
+141.5%
+1,508.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -2.8% |
| 7D | -0.6% | +1.8% | -2.4% | -2.1% |
| 30D | -13.1% | -9.2% | -3.8% | -6.3% |
| 3M | -21.7% | -0.3% | -21.5% | -23.0% |
| 6M | +19.5% | -11.0% | +30.5% | +29.2% |
| YTD | +34.9% | -19.2% | +54.1% | +57.0% |
| 1Y | +42.0% | -21.2% | +63.2% | +68.9% |
| 3Y | +148.8% | +18.6% | +130.2% | +120.7% |
| 5Y | +156.8% | -14.3% | +171.1% | +182.4% |
| 10Y | +1,650.0% | +141.0% | +1,509.0% | +902.5% |
| All | +1,650.0% | +141.5% | +1,508.5% | +902.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling