+13,474.9%
MPWR vs XYL
+403.7%
+13,071.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | -2.1% | -5.7% | +3.6% | -0.5% |
| 3M | -1.6% | -19.8% | +18.2% | +12.1% |
| 6M | -14.9% | -14.2% | -0.7% | -9.0% |
| YTD | +50.5% | -28.1% | +78.6% | +83.0% |
| 1Y | +40.0% | -35.0% | +75.0% | +83.4% |
| 3Y | +175.0% | +2.1% | +172.9% | +168.2% |
| 5Y | +162.0% | -22.1% | +184.1% | +201.7% |
| 10Y | +1,791.8% | +107.0% | +1,684.9% | +1,089.4% |
| All | +13,474.9% | +403.7% | +13,071.2% | +5,240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling