+147.3%
MPWR vs XYL
+12.6%
+134.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +2.8% |
| 7D | -2.6% | -5.0% | +2.5% | +2.4% |
| 30D | -9.0% | -13.2% | +4.2% | +4.3% |
| 3M | -25.8% | -3.7% | -22.1% | -25.5% |
| 6M | +11.8% | -17.7% | +29.4% | +33.4% |
| YTD | +35.5% | -21.5% | +57.0% | +68.2% |
| 1Y | +45.3% | -24.5% | +69.8% | +89.0% |
| All | +147.3% | +12.6% | +134.7% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling