+12,119.6%
MPWR vs XYL
+449.8%
+11,669.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +2.3% |
| 7D | -2.6% | -5.0% | +2.5% | +1.1% |
| 30D | -9.0% | -13.2% | +4.2% | +0.6% |
| 3M | -25.8% | -3.7% | -22.1% | -24.9% |
| 6M | +11.8% | -17.7% | +29.4% | +27.3% |
| YTD | +35.5% | -21.5% | +57.0% | +59.1% |
| 1Y | +45.3% | -24.5% | +69.8% | +75.8% |
| 3Y | +138.5% | +6.9% | +131.5% | +131.1% |
| 5Y | +152.8% | -18.1% | +170.8% | +187.6% |
| 10Y | +1,616.6% | +134.7% | +1,481.9% | +919.8% |
| All | +12,119.6% | +449.8% | +11,669.8% | +4,543.1% |
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