+123.1%
MPWR vs XYL
-21.6%
+144.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +7.0% |
| 7D | -1.7% | +5.9% | -7.6% | -6.8% |
| 30D | -16.5% | -3.9% | -12.6% | -16.7% |
| 3M | -12.3% | -18.7% | +6.4% | +1.4% |
| 6M | -27.7% | -16.9% | -10.9% | -19.7% |
| YTD | +32.0% | -27.4% | +59.4% | +65.8% |
| 1Y | +25.1% | -34.0% | +59.1% | +72.8% |
| 3Y | +146.5% | +5.6% | +140.9% | +124.5% |
| All | +123.1% | -21.6% | +144.8% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling